V-Lab: Origin Co Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Origin Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:2,151.64 (-346.12)

Analysis last updated: Sunday, June 29, 2025 at 06:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7916	15.46
$α$	0.1093	38.47
$β$	0.8500	492.46
$γ$	0.0815	16.17

Estimation Period:
Oct 1, 1992 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Origin Co Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM