V-Lab: First Brothers Co Asymmetric ILLIQ Liquidity Analysis

V-Lab

First Brothers Co Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 1st, 2025:2,255.86 (-195.82)

Analysis last updated: Wednesday, July 2, 2025 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2340	4.42
$α$	0.0819	19.38
$β$	0.8831	217.31
$γ$	0.0700	6.46

Estimation Period:
Feb 17, 2015 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other First Brothers Co Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM