V-Lab: Bank of New York Mellon Corp/The Spline ILLIQ Liquidity Analysis

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V-Lab

Bank of New York Mellon Corp/The Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 24th, 2024:52.06 (-1.14)

Analysis last updated: Tuesday, April 23, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2067	8.94
$α$	0.0557	12.14
$β$	0.9361	179.03
$γ_{1}$	-0.0269	-4.23
$γ_{2}$	0.0403	3.86
$γ_{3}$	-0.0216	-1.44
$γ_{4}$	0.0269	1.10

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts