V-Lab: AES Corp/VA Spline ILLIQ Liquidity Analysis

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V-Lab

AES Corp/VA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 19th, 2024:135.54 (-3.31)

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
$ω$	1.1808	3.33
$α$	0.0765	0.89
$β$	0.9235	10.82
$γ_{1}$	-0.0201	-0.22
$γ_{2}$	0.0249	0.24

Estimation Period:
Jun 26, 1991 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts