V-Lab: RTX Corp Spline ILLIQ Liquidity Analysis

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V-Lab

RTX Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, March 14th, 2025:16.32 (0.27)

Analysis last updated: Thursday, March 13, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0461	6.89
$α$	0.0475	11.61
$β$	0.9525	92.25
$γ_{1}$	0.0091	1.73

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts