V-Lab: Autodesk Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Autodesk Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 26th, 2024:43.17 (-2.20)

Analysis last updated: Thursday, April 25, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3746	9.94
$α$	0.0348	23.55
$β$	0.9319	934.73
$γ$	0.0654	26.26

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts