V-Lab: Brookfield Infrastructure Partners LP Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Brookfield Infrastructure Partners LP Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 25th, 2024:1323.81 (-114.81)

Analysis last updated: Wednesday, April 24, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1233	3.70
$α$	0.1016	10.12
$β$	0.8888	93.27
$γ_{1}$	0.0050	0.87

Estimation Period:
Jan 10, 2008 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Brookfield Infrastructure Partners LP Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM