V-Lab: AMETEK Inc Spline ILLIQ Liquidity Analysis

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V-Lab

AMETEK Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 19th, 2024:42.40 (0.18)

Analysis last updated: Thursday, April 18, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3337	7.58
$α$	0.0620	11.89
$β$	0.9239	136.69
$γ_{1}$	-0.0312	-7.52
$γ_{2}$	0.0428	7.20
$γ_{3}$	-0.0108	-2.62

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts