V-Lab: Linc Ab Spline ILLIQ Liquidity Analysis

V-Lab

Linc Ab Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:4,657.20 (-322.41)

Analysis last updated: Saturday, June 21, 2025 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9872	8.84
$α$	0.0822	5.22
$β$	0.9018	45.18
$γ_{1}$	-0.4222	-5.46

Estimation Period:
May 28, 2021 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts