V-Lab
Philippine Stock Exchange Inc/The Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, May 6th, 2024:126677.40 (-4006.60)
Analysis last updated: Saturday, May 4, 2024 at 09:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.77 | |
| 0.0190 | 9.73 | |
| 0.9647 | 761.99 | |
| 0.0327 | 6.55 |
Estimation Period:
Dec 15, 2003 to May 3, 2024
Dec 15, 2003 to May 3, 2024
News Impact Curve
Liquidity Forecasts
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