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

V-Lab

Bati EGE Gayrimenkul Yatirim Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:111.27 (-0.45)

Analysis last updated: Wednesday, July 30, 2025 at 01:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.40
$α$	0.3672	9.04
$β$	0.5325	19.37
$γ$	0.2005	2.34

Estimation Period:
Dec 8, 2023 to Jul 25, 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