V-Lab: Hensoldt Ag Asymmetric ILLIQ Liquidity Analysis

V-Lab

Hensoldt Ag Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:11,821.64 (-189.16)

Analysis last updated: Sunday, June 29, 2025 at 01:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.01
$α$	0.0016	0.40
$β$	0.9765	308.64
$γ$	0.0438	0.68

Estimation Period:
Nov 20, 2020 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Hensoldt Ag Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM