V-Lab: Amphenol Corp Spline ILLIQ Liquidity Analysis

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V-Lab

Amphenol Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 26th, 2024:32.78 (1.75)

Analysis last updated: Thursday, April 25, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0416	8.15
$α$	0.0886	14.59
$β$	0.9038	130.93
$γ_{1}$	0.0031	4.15

Estimation Period:
Nov 8, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts