V-Lab: St Galler Kantonalbank AG Asymmetric ILLIQ Liquidity Analysis

V-Lab

St Galler Kantonalbank AG Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:6,386.90 (3.16)

Analysis last updated: Sunday, June 1, 2025 at 04:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.11
$α$	0.0517	19.48
$β$	0.9324	611.01
$γ$	0.0318	4.72

Estimation Period:
Mar 30, 2001 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other St Galler Kantonalbank AG Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM