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

V-Lab

Home Depot Inc/The Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:7.86 (-0.34)

Analysis last updated: Tuesday, July 29, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0501	9.45
$α$	0.0253	22.36
$β$	0.9515	1,115.49
$γ$	0.0452	23.76

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts