V-Lab: Airgas Inc Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Airgas Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 23rd, 2016:3.93 (-0.36)

Analysis last updated: Friday, May 20, 2016 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2986	3.94
$α$	0.1049	12.12
$β$	0.8690	75.21
$γ_{1}$	-0.2059	-1.96
$γ_{2}$	0.3368	2.19
$γ_{3}$	-0.0307	-0.34
$γ_{4}$	-0.2952	-3.68
$γ_{5}$	0.2827	3.83
$γ_{6}$	-0.1108	-1.73
$γ_{7}$	0.0031	0.04
$γ_{8}$	0.2096	2.52
$γ_{9}$	-0.7319	-7.59

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts