V-Lab: VIB Vermoegen AG Asymmetric ILLIQ Liquidity Analysis

V-Lab

VIB Vermoegen AG Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 6th, 2025:58,397,640.00 (-1,501,290.00)

Analysis last updated: Saturday, June 7, 2025 at 01:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.0501	6.84
$β$	0.9749	142.70
$γ$	-0.0501	-6.37

Estimation Period:
Mar 14, 2023 to May 30, 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