V-Lab: Linc Ab Spline ILLIQ Liquidity Analysis

V-Lab

Linc Ab Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:4,319.46 (-378.94)

Analysis last updated: Sunday, June 1, 2025 at 03:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9607	8.84
$α$	0.0815	5.04
$β$	0.8996	42.33
$γ_{1}$	-0.4397	-5.98

Estimation Period:
May 28, 2021 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts