V-Lab
Bank of New York Mellon Corp/The Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, April 30th, 2024:42.30 (-1.75)
Analysis last updated: Monday, April 29, 2024 at 09:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3154 | 7.12 | |
| 0.0156 | 13.51 | |
| 0.9527 | 1045.73 | |
| 0.0609 | 34.59 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
News Impact Curve
Liquidity Forecasts
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