V-Lab: All About Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

All About Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:14,321.19 (-1,679.22)

Analysis last updated: Thursday, May 8, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4161	5.85
$α$	0.0821	23.55
$β$	0.8630	265.13
$γ$	0.1098	15.37

Estimation Period:
Sep 13, 2005 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other All About Inc Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM