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

V-Lab

International Business Machines Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:15.46 (-0.46)

Analysis last updated: Tuesday, April 15, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0741	8.27
$α$	0.0173	15.92
$β$	0.9565	1,183.85
$γ$	0.0491	23.51

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts