V-Lab: International Business Machines Corp Spline ILLIQ Liquidity Analysis

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V-Lab

International Business Machines Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, March 14th, 2025:10.75 (0.31)

Analysis last updated: Thursday, March 13, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0537	9.54
$α$	0.0500	13.51
$β$	0.9483	251.07
$γ_{1}$	-0.0021	-2.13

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts