V-Lab: Amphenol Corp Spline ILLIQ Liquidity Analysis

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V-Lab

Amphenol Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:32.49 (-0.34)

Analysis last updated: Friday, April 26, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0450	8.16
$α$	0.0886	14.58
$β$	0.9038	130.87
$γ_{1}$	0.0031	4.24

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts