V-Lab: Brown-Forman Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Brown-Forman Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:116.58 (-6.54)

Analysis last updated: Friday, April 26, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4829	7.06
$α$	0.0495	35.75
$β$	0.9395	955.75
$γ$	0.0220	9.78

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts