V-Lab: Xencor Inc Spline ILLIQ Liquidity Analysis

V-Lab

Xencor Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 23rd, 2025:4,521.69 (-305.50)

Analysis last updated: Friday, June 20, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5707	6.64
$α$	0.0951	9.74
$β$	0.8897	79.74
$γ_{1}$	0.0060	0.87

Estimation Period:
Dec 3, 2013 to Jun 20, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts