V-Lab: International Business Machines Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

International Business Machines Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:9.87 (-0.14)

Analysis last updated: Tuesday, July 29, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0709	8.09
$α$	0.0170	15.81
$β$	0.9569	1,197.68
$γ$	0.0490	23.77

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts