V-Lab: Abbott Laboratories Spline ILLIQ Liquidity Analysis

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Abbott Laboratories Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 24th, 2024:14.83 (-0.15)

Analysis last updated: Tuesday, April 23, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0169	7.68
$α$	0.0487	13.82
$β$	0.9499	268.19
$γ_{1}$	-0.0015	-1.30

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Abbott Laboratories Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM