V-Lab: Xencor Inc Spline ILLIQ Liquidity Analysis

V-Lab

Xencor Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:3,617.85 (-59.17)

Analysis last updated: Saturday, May 31, 2025 at 02:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6239	6.77
$α$	0.0962	9.64
$β$	0.8874	76.58
$γ_{1}$	0.0065	0.96

Estimation Period:
Dec 3, 2013 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts