V-Lab: Model N Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Model N Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:1093.99 (-86.68)

Analysis last updated: Friday, April 19, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.36
$α$	0.0713	17.49
$β$	0.9133	422.84
$γ$	0.0307	4.60

Estimation Period:
Mar 20, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts