V-Lab: JTC PLC Asymmetric ILLIQ Liquidity Analysis

V-Lab

JTC PLC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 6th, 2025:7,016.34 (-463.07)

Analysis last updated: Saturday, June 7, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.16
$α$	0.0229	5.29
$β$	0.9334	315.86
$γ$	0.0874	5.38

Estimation Period:
Mar 13, 2018 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts