V-Lab: ATN International Inc Spline ILLIQ Liquidity Analysis

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V-Lab

ATN International Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 26th, 2024:12867.39 (2133.32)

Analysis last updated: Thursday, April 25, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5364	0.01
$α$	0.0582	0.00
$β$	0.9418	0.02
$γ_{1}$	-0.0828	-0.00
$γ_{2}$	-0.0349	-0.00
$γ_{3}$	0.2605	0.02
$γ_{4}$	-0.1683	-0.00

Estimation Period:
Nov 14, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts