V-Lab
V-Lab
Century Paper & Bd Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, July 11th, 2025:707.03 (133.69)
Analysis last updated: Saturday, July 12, 2025 at 12:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Century Paper & Bd ILLIQ-AMEM
paramt-stat
ω5.00000.28
α0.31531.09
β0.721510.93
γ-0.0736-0.25
Estimation Period:
Jan 8, 1996 to Jul 4, 2025
Impact of return on liquidity tomorrow
Liquidity Forecasts