V-Lab: Assurant Inc Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Assurant Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 26th, 2024:205.08 (19.89)

Analysis last updated: Thursday, April 25, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1170	12.80
$α$	0.0431	16.83
$β$	0.9319	580.96
$γ$	0.0407	7.68

Estimation Period:
Feb 5, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts