V-Lab
Affiliated Managers Group Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, April 22nd, 2024:229.50 (-14.14)
Analysis last updated: Friday, April 19, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1844 | 8.63 | |
| 0.0426 | 22.13 | |
| 0.9316 | 666.89 | |
| 0.0475 | 13.29 |
Estimation Period:
Nov 21, 1997 to Apr 19, 2024
Nov 21, 1997 to Apr 19, 2024
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