V-Lab: VIB Vermoegen AG Asymmetric ILLIQ Liquidity Analysis

V-Lab

VIB Vermoegen AG Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, June 26th, 2025:216,008,900.00 (-5,601,900.00)

Analysis last updated: Thursday, June 26, 2025 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.0506	6.96
$β$	0.9747	142.23
$γ$	-0.0506	-6.58

Estimation Period:
Mar 14, 2023 to Jun 13, 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