V-Lab: Warehouses De Pauw CVA Asymmetric ILLIQ Liquidity Analysis

V-Lab

Warehouses De Pauw CVA Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:1,807.66 (-8.05)

Analysis last updated: Saturday, May 17, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7642	2.23
$α$	0.0392	11.84
$β$	0.9593	460.11
$γ$	0.0029	0.69

Estimation Period:
Jun 25, 1999 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts