V-Lab: Bemis Co Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Bemis Co Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, June 11th, 2019:214.09 (-10.06)

Analysis last updated: Monday, June 10, 2019 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1057	7.43
$α$	0.0521	11.19
$β$	0.9419	177.79
$γ_{1}$	-0.0333	-5.74
$γ_{2}$	0.0469	5.09
$γ_{3}$	-0.0150	-1.68

Estimation Period:
Jan 2, 1990 to Jun 7, 2019

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts