V-Lab: Lennar Corp Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Lennar Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:2888.10 (-71.43)

Analysis last updated: Friday, May 17, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.46
$α$	0.0910	30.04
$β$	0.8867	655.34
$γ$	0.0446	8.95

Estimation Period:
Apr 9, 2003 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts