V-Lab: Cbeyond Inc Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Cbeyond Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 21st, 2014:396.11 (-48.20)

Analysis last updated: Friday, January 29, 2016 at 02:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1179	4.29
$α$	0.1274	10.82
$β$	0.8585	67.14
$γ_{1}$	-0.0014	-0.01
$γ_{2}$	0.1792	1.11
$γ_{3}$	-0.8328	-4.40

Estimation Period:
Nov 3, 2005 to Jul 18, 2014

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts