V-Lab
V-Lab
3M Co Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Thursday, May 2nd, 2024:24.04 (-0.48)

Analysis last updated: Wednesday, May 1, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of 3M Co ILLIQ-AMEM
paramt-stat
ω0.07296.31
α0.017615.35
β0.96441247.61
γ0.034917.88
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on liquidity tomorrow
Liquidity Forecasts