V-Lab: Renaissancere Holdings Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Renaissancere Holdings Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 8th, 2025:6,327,116.00 (-11,200.00)

Analysis last updated: Tuesday, April 8, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.0000	0.00
$β$	0.9953	55.93
$γ$	0.0095	0.05

Estimation Period:
Nov 17, 2009 to Jan 31, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Renaissancere Holdings Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM