V-Lab: Allstate Corp/The Asymmetric ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Allstate Corp/The Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:50.01 (-0.77)

Analysis last updated: Friday, April 19, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3585	11.76
$α$	0.0413	24.71
$β$	0.9330	809.20
$γ$	0.0485	15.39

Estimation Period:
Jun 3, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts