V-Lab: Air Products & Chemicals Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Air Products & Chemicals Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 25th, 2024:28.82 (-1.03)

Analysis last updated: Wednesday, April 24, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1560	7.19
$α$	0.0426	31.54
$β$	0.9406	960.82
$γ$	0.0336	14.24

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts