V-Lab: Analog Devices Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Analog Devices Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:25.11 (0.58)

Analysis last updated: Friday, April 19, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2115	5.46
$α$	0.0836	5.57
$β$	0.9132	66.16
$γ_{1}$	-0.0200	-1.41
$γ_{2}$	0.0397	1.74
$γ_{3}$	-0.0382	-2.33

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts