V-Lab: Alcoa Corp Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Alcoa Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:215.00 (-1.52)

Analysis last updated: Friday, April 19, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2746	7.63
$α$	0.0245	4.81
$β$	0.9818	293.34
$γ$	-0.0241	-4.83

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts