V-Lab: MediaAlpha Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

MediaAlpha Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:5865.71 (-601.02)

Analysis last updated: Tuesday, April 15, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.64
$α$	0.0713	11.78
$β$	0.8991	283.19
$γ$	0.0591	5.15

Estimation Period:
Oct 28, 2020 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts