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 Wednesday, March 19th, 2025:11.94 (0.61)

Analysis last updated: Tuesday, March 18, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0540	9.54
$α$	0.0499	13.51
$β$	0.9483	251.14
$γ_{1}$	-0.0020	-2.11

Estimation Period:
Jan 2, 1990 to Mar 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts