V-Lab: Development Invt Constr Asymmetric ILLIQ Liquidity Analysis

V-Lab

Development Invt Constr Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 22nd, 2025:904.25 (-57.21)

Analysis last updated: Thursday, May 22, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7942	2.16
$α$	0.0510	12.25
$β$	0.9329	316.68
$γ$	0.0322	3.23

Estimation Period:
Aug 10, 2011 to May 16, 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