V-Lab: Airgas Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Airgas Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 23rd, 2016:4.84 (-0.43)

Analysis last updated: Friday, May 20, 2016 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.0610	33.36
$β$	0.9178	589.44
$γ$	0.0424	12.39

Estimation Period:
Jan 2, 1990 to May 20, 2016

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts