V-Lab: VIB Vermoegen AG Asymmetric ILLIQ Liquidity Analysis

V-Lab

VIB Vermoegen AG Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:71,744,500.00 (-1,827,130.00)

Analysis last updated: Sunday, May 18, 2025 at 04:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.0497	6.70
$β$	0.9752	143.74
$γ$	-0.0497	-6.10

Estimation Period:
Mar 14, 2023 to May 16, 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