V-Lab: Lojas Quero Quero S A Asymmetric ILLIQ Liquidity Analysis

V-Lab

Lojas Quero Quero S A Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 5th, 2025:3,788.57 (-98.70)

Analysis last updated: Sunday, May 4, 2025 at 09:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7322	1.24
$α$	0.0049	1.66
$β$	0.9654	408.37
$γ$	0.0543	9.53

Estimation Period:
Aug 10, 2020 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Lojas Quero Quero S A Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM