V-Lab
V-Lab
Carlos Casado Sa Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, July 11th, 2025:6,192.03 (-884.50)
Analysis last updated: Friday, July 11, 2025 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Carlos Casado Sa ILLIQ-AMEM
paramt-stat
ω5.00000.03
α0.05404.34
β0.871425.68
γ0.14921.11
Estimation Period:
Jul 29, 1994 to Jul 8, 2025
Impact of return on liquidity tomorrow
Liquidity Forecasts