V-Lab: Libra Infusions Spline ILLIQ Liquidity Analysis

V-Lab

Libra Infusions Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 1st, 2025:11,717.65 (-3,243.39)

Analysis last updated: Friday, May 30, 2025 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9904	0.00
$α$	0.2535	0.00
$β$	0.7465	0.00
$γ_{1}$	-1.9899	-0.00
$γ_{2}$	10.0474	0.00
$γ_{3}$	-20.8824	-0.00
$γ_{4}$	18.0073	0.00
$γ_{5}$	-1.1951	-0.00
$γ_{6}$	-6.5209	-0.00
$γ_{7}$	8.3544	0.00
$γ_{8}$	-25.7122	-0.03
$γ_{9}$	49.0358	0.00

Estimation Period:
Oct 12, 2009 to May 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Libra Infusions Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM