V-Lab: Assurant Inc Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Assurant Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 16th, 2024:167.93 (3.05)

Analysis last updated: Tuesday, April 16, 2024 at 01:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5098	8.94
$α$	0.0664	10.09
$β$	0.9252	125.61
$γ_{1}$	-0.0067	-3.28

Estimation Period:
Feb 5, 2004 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts