V-Lab: Brown & Brown Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Brown & Brown Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:72.85 (0.23)

Analysis last updated: Friday, April 26, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1086	4.68
$α$	0.0499	6.88
$β$	0.9405	109.82
$γ_{1}$	-0.1244	-7.17
$γ_{2}$	0.1906	7.55
$γ_{3}$	-0.0535	-2.80
$γ_{4}$	-0.0176	-1.20
$γ_{5}$	-0.0028	-0.17

Estimation Period:
Mar 9, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts