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

V-Lab

International Business Machines Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 9th, 2025:12.95 (0.11)

Analysis last updated: Friday, June 6, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0553	9.56
$α$	0.0499	13.57
$β$	0.9483	252.08
$γ_{1}$	-0.0019	-2.01

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts