V-Lab: BlackRock Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

BlackRock Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 7th, 2025:17.64 (0.69)

Analysis last updated: Monday, October 6, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1315	8.63
$α$	0.0533	29.66
$β$	0.9261	777.54
$γ$	0.0406	13.81

Estimation Period:
Oct 1, 1999 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts