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

V-Lab

International Business Machines Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:10.86 (-0.40)

Analysis last updated: Wednesday, June 18, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0727	8.23
$α$	0.0169	15.77
$β$	0.9569	1,194.65
$γ$	0.0490	23.74

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts