V-Lab: Autodesk Inc Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Autodesk Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 25th, 2024:34.23 (-0.78)

Analysis last updated: Wednesday, April 24, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2253	6.05
$α$	0.0814	17.32
$β$	0.9160	196.05
$γ_{1}$	-0.0029	-2.54

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts