V-Lab: Home Depot Inc/The Asymmetric ILLIQ Liquidity Analysis

V-Lab

Home Depot Inc/The Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 7th, 2025:7.98 (0.41)

Analysis last updated: Monday, October 6, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0472	9.02
$α$	0.0258	22.69
$β$	0.9512	1,115.11
$γ$	0.0451	23.58

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts