V-Lab
Klepierre Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, May 13th, 2024:450.29 (5.55)
Analysis last updated: Monday, May 13, 2024 at 10:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4465 | 1.81 | |
| 0.0337 | 15.69 | |
| 0.9601 | 753.62 | |
| 0.0123 | 4.23 |
Estimation Period:
Jun 28, 1991 to May 10, 2024
Jun 28, 1991 to May 10, 2024
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