V-Lab: Brass Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

Brass Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:2,255.92 (-97.47)

Analysis last updated: Sunday, June 29, 2025 at 06:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	4.86
$α$	0.1066	25.04
$β$	0.8433	278.32
$γ$	0.1002	11.81

Estimation Period:
Mar 9, 2016 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Brass Corp Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM