V-Lab: Linc Ab Spline ILLIQ Liquidity Analysis

V-Lab

Linc Ab Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:6,641.92 (1,489.72)

Analysis last updated: Sunday, June 29, 2025 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0217	8.75
$α$	0.0833	5.39
$β$	0.9043	48.93
$γ_{1}$	-0.3952	-4.64

Estimation Period:
May 28, 2021 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts