V-Lab: BR Properties SA Asymmetric ILLIQ Liquidity Analysis

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V-Lab

BR Properties SA Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, October 20th, 2023:83359.42 (-6417.59)

Analysis last updated: Saturday, October 21, 2023 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	3.50
$α$	0.0575	7.22
$β$	0.9172	186.08
$γ$	0.0506	4.67

Estimation Period:
Mar 8, 2010 to Oct 13, 2023

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other BR Properties SA Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM