V-Lab: Development Invt Constr Asymmetric ILLIQ Liquidity Analysis

V-Lab

Development Invt Constr Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 2nd, 2025:1,096.41 (-59.12)

Analysis last updated: Thursday, July 3, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8004	2.15
$α$	0.0505	12.21
$β$	0.9334	320.99
$γ$	0.0322	3.21

Estimation Period:
Aug 10, 2011 to Jun 27, 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