V-Lab: Olgerdin Egill Skallagrimss Asymmetric ILLIQ Liquidity Analysis

V-Lab

Olgerdin Egill Skallagrimss Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:3723.36 (247.93)

Analysis last updated: Wednesday, April 16, 2025 at 02:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.71
$α$	0.0116	0.99
$β$	0.9903	300.45
$γ$	-0.0037	-0.28

Estimation Period:
Jun 9, 2022 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Olgerdin Egill Skallagrimss Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM