V-Lab: Blockchain Group/The Asymmetric ILLIQ Liquidity Analysis

V-Lab

Blockchain Group/The Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:4,260.47 (222.78)

Analysis last updated: Sunday, June 29, 2025 at 03:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.0933	12.40
$β$	0.8920	157.66
$γ$	0.0294	1.48

Estimation Period:
Jul 4, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Blockchain Group/The Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM