V-Lab: Development Invt Constr Asymmetric ILLIQ Liquidity Analysis

V-Lab

Development Invt Constr Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:2405.57 (-170.87)

Analysis last updated: Wednesday, April 16, 2025 at 01:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8107	2.21
$α$	0.0516	12.14
$β$	0.9330	316.37
$γ$	0.0309	3.07

Estimation Period:
Aug 10, 2011 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Development Invt Constr Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM