V-Lab: Linc Ab Spline ILLIQ Liquidity Analysis

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Linc Ab Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, October 24th, 2025:3,679.70 (348.69)

Analysis last updated: Friday, October 24, 2025 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0466	9.22
$α$	0.0779	5.70
$β$	0.9120	58.48
$γ_{1}$	-0.3590	-4.37

Estimation Period:
May 28, 2021 to Oct 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts