V-Lab: Amphenol Corp Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Amphenol Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:32.52 (-0.78)

Analysis last updated: Friday, April 26, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4815	11.25
$α$	0.0604	28.34
$β$	0.9159	660.37
$γ$	0.0473	15.33

Estimation Period:
Nov 8, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts