V-Lab: AMETEK Inc Spline ILLIQ Liquidity Analysis

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V-Lab

AMETEK Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:38.58 (-1.17)

Analysis last updated: Friday, April 19, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5716	7.47
$α$	0.0638	11.46
$β$	0.9174	112.86
$γ_{1}$	-0.0146	-0.59
$γ_{2}$	-0.0204	-0.51
$γ_{3}$	0.0260	0.92
$γ_{4}$	0.0467	2.23
$γ_{5}$	-0.0673	-4.02
$γ_{6}$	0.0677	3.99
$γ_{7}$	-0.0786	-3.22

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts