V-Lab: Brass Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

Brass Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:4,143.22 (-343.67)

Analysis last updated: Sunday, June 1, 2025 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	4.85
$α$	0.1061	24.95
$β$	0.8439	277.50
$γ$	0.1001	11.80

Estimation Period:
Mar 9, 2016 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Brass Corp Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM