V-Lab: AutoZone Inc Asymmetric ILLIQ Liquidity Analysis

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V-Lab

AutoZone Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:24.99 (-0.93)

Analysis last updated: Friday, April 19, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1786	10.70
$α$	0.0534	33.71
$β$	0.9321	869.49
$γ$	0.0278	11.53

Estimation Period:
Apr 3, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts