V-Lab: Alcoa Corp Spline ILLIQ Liquidity Analysis

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V-Lab

Alcoa Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 23rd, 2024:96.55 (-2.86)

Analysis last updated: Monday, April 22, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5660	0.00
$α$	0.1645	0.00
$β$	0.8355	0.00
$γ_{1}$	0.0677	0.00
$γ_{2}$	-0.0105	-0.00
$γ_{3}$	-0.3616	-0.00
$γ_{4}$	0.4514	0.00
$γ_{5}$	-0.3865	-0.00
$γ_{6}$	1.3669	0.00
$γ_{7}$	-4.3258	-0.00
$γ_{8}$	6.9073	0.00

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts