V-Lab: Accenture PLC Spline ILLIQ Liquidity Analysis

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V-Lab

Accenture PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 19th, 2024:13.06 (-0.60)

Analysis last updated: Thursday, April 18, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7135	9.11
$α$	0.0703	12.46
$β$	0.9205	145.45
$γ_{1}$	-0.0013	-0.92

Estimation Period:
Jul 19, 2001 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts