V-Lab: Anadarko Petroleum Corp Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Anadarko Petroleum Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, August 9th, 2019:8.29 (-0.45)

Analysis last updated: Thursday, August 8, 2019 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0847	5.80
$α$	0.0719	3.18
$β$	0.9281	41.04
$γ_{1}$	0.0166	0.71
$γ_{2}$	-0.0368	-0.99

Estimation Period:
Jan 2, 1990 to Aug 2, 2019

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts