V-Lab: Assurant Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Assurant Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 24th, 2024:171.15 (2.59)

Analysis last updated: Tuesday, April 23, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5169	8.97
$α$	0.0666	10.12
$β$	0.9250	125.42
$γ_{1}$	-0.0065	-3.26

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts