V-Lab: Broadcom Corp Spline ILLIQ Liquidity Analysis

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V-Lab

Broadcom Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 1st, 2016:15.63 (-1.08)

Analysis last updated: Friday, April 29, 2016 at 06:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0088	7.20
$α$	0.0841	11.51
$β$	0.9060	116.08
$γ_{1}$	-0.0205	-1.25
$γ_{2}$	0.0365	1.44
$γ_{3}$	-0.0517	-2.00

Estimation Period:
Apr 20, 1998 to Jan 29, 2016

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts