V-Lab: Pfizer Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

Pfizer Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:13.45 (-0.47)

Analysis last updated: Thursday, May 8, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0276	4.42
$α$	0.0315	21.13
$β$	0.9504	1,119.48
$γ$	0.0353	11.51

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts