V-Lab: Accuracy Shipping Asymmetric ILLIQ Liquidity Analysis

V-Lab

Accuracy Shipping Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, June 19th, 2025:9,448.71 (1,484.26)

Analysis last updated: Thursday, June 19, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.40
$α$	0.1610	4.80
$β$	0.8230	63.99
$γ$	0.0322	0.85

Estimation Period:
Sep 7, 2018 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Accuracy Shipping Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM