V-Lab: Db Intl Stock Brokers Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Db Intl Stock Brokers Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:18786.65 (-2651.90)

Analysis last updated: Friday, April 18, 2025 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	4.62
$α$	0.1172	6.35
$β$	0.8522	137.01
$γ$	0.0611	2.11

Estimation Period:
Mar 16, 2010 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Db Intl Stock Brokers Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM