V-Lab: General Electric Co. Asymmetric ILLIQ Liquidity Analysis

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General Electric Co. Asymmetric ILLIQ Liquidity Analysis

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General Electric Co. Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 28th, 2025:15.17 (-0.53)

Analysis last updated: Friday, April 25, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

graph of General Electric Co. ILLIQ-AMEM

Liquidity Summary Table

Closing Price:	$198.43	Return:	0.52%	1 Week Pred:	15.22
Average Week ILLIQ:	16.01	Average Month ILLIQ:	16.53	1 Month Pred:	15.43
Min ILLIQ:	7.11	Max ILLIQ:	839.55	6 Month Pred:	16.77
Average ILLIQ:	95.38	Vol of ILLIQ:	125.97	1 Year Pred:	18.37

Parameter Estimates

	param	t-stat
$ω$	0.0271	2.84
$α$	0.0176	15.92
$β$	0.9578	1,226.43
$γ$	0.0489	23.54

Estimation Period:
Jan 2, 1990 to Apr 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts