V-Lab: Development Invt Constr Asymmetric ILLIQ Liquidity Analysis

V-Lab

Development Invt Constr Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:1,248.16 (-66.60)

Analysis last updated: Friday, May 30, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8014	2.16
$α$	0.0509	12.24
$β$	0.9331	318.48
$γ$	0.0320	3.21

Estimation Period:
Aug 10, 2011 to May 23, 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