V-Lab: AmeriGas Partners LP Asymmetric ILLIQ Liquidity Analysis

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V-Lab

AmeriGas Partners LP Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, August 22nd, 2019:292.65 (-20.65)

Analysis last updated: Wednesday, August 21, 2019 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2355	5.67
$α$	0.0699	36.29
$β$	0.9234	696.41
$γ$	0.0132	4.23

Estimation Period:
Apr 12, 1995 to Aug 16, 2019

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts