V-Lab: Skandinaviska Enskilda Banken AB Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Skandinaviska Enskilda Banken AB Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:2109.29 (-66.57)

Analysis last updated: Saturday, April 20, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.34
$α$	0.0365	20.36
$β$	0.9333	763.76
$γ$	0.0604	17.77

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Skandinaviska Enskilda Banken AB Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM