V-Lab: Prevest Denpro Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Prevest Denpro Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:7,054.55 (476.25)

Analysis last updated: Monday, August 4, 2025 at 01:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.61
$α$	0.1078	13.18
$β$	0.8583	157.19
$γ$	0.0680	4.76

Estimation Period:
Sep 27, 2021 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Prevest Denpro Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM