V-Lab: Bati EGE Gayrimenkul Yatirim Asymmetric ILLIQ Liquidity Analysis

V-Lab

Bati EGE Gayrimenkul Yatirim Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 17th, 2025:81.21 (-32.48)

Analysis last updated: Friday, July 18, 2025 at 03:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.25
$α$	0.3670	8.74
$β$	0.5341	19.60
$γ$	0.1978	2.56

Estimation Period:
Dec 8, 2023 to Jul 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Bati EGE Gayrimenkul Yatirim Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM