V-Lab: Development Invt Constr Asymmetric ILLIQ Liquidity Analysis

V-Lab

Development Invt Constr Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:214.35 (-12.22)

Analysis last updated: Sunday, September 14, 2025 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7105	2.33
$α$	0.0521	12.24
$β$	0.9323	318.97
$γ$	0.0311	3.12

Estimation Period:
Aug 10, 2011 to Sep 12, 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