V-Lab: VIB Vermoegen AG Asymmetric ILLIQ Liquidity Analysis

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V-Lab

VIB Vermoegen AG Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, March 13th, 2025:75815940.00 (-1091770.00)

Analysis last updated: Friday, March 14, 2025 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.0478	4.45
$β$	0.9749	137.30
$γ$	-0.0456	-2.87

Estimation Period:
Mar 14, 2023 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other VIB Vermoegen AG Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM