V-Lab: Libra Infusions Spline ILLIQ Liquidity Analysis

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Libra Infusions Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, October 26th, 2025:2,908.26 (921.86)

Analysis last updated: Friday, October 24, 2025 at 07:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6697	0.31
$α$	0.2552	0.06
$β$	0.7447	0.19
$γ_{1}$	-8.4836	-0.06
$γ_{2}$	20.1227	0.06
$γ_{3}$	-6.6456	-0.25
$γ_{4}$	-21.9688	-0.03
$γ_{5}$	20.7795	0.03
$γ_{6}$	3.3376	0.01
$γ_{7}$	2.7978	0.01
$γ_{8}$	-25.4126	-0.26
$γ_{9}$	20.4699	0.11
$γ_{10}$	-10.3100	-0.13

Estimation Period:
Oct 12, 2009 to Oct 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Libra Infusions Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM