V-Lab: RTX Corp Spline ILLIQ Liquidity Analysis

V-Lab

RTX Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 20th, 2025:17.41 (0.02)

Analysis last updated: Tuesday, May 20, 2025 at 02:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0564	6.95
$α$	0.0483	10.98
$β$	0.9474	182.12
$γ_{1}$	-0.0232	-5.73
$γ_{2}$	0.0339	5.23
$γ_{3}$	-0.0174	-2.73

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts