V-Lab: Jde Peet'S Nv Asymmetric ILLIQ Liquidity Analysis

V-Lab

Jde Peet'S Nv Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:14,117.40 (4,655.16)

Analysis last updated: Friday, August 1, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.52
$α$	0.0834	13.41
$β$	0.9114	198.43
$γ$	0.0105	0.93

Estimation Period:
Oct 5, 2020 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Jde Peet'S Nv Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM