V-Lab: CareFusion Corp Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

CareFusion Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, March 17th, 2015:16.02 (-1.62)

Analysis last updated: Friday, January 29, 2016 at 03:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2466	9.74
$α$	0.0944	6.28
$β$	0.8565	32.01
$γ_{1}$	0.1436	1.23
$γ_{2}$	-0.1309	-0.67
$γ_{3}$	-0.5645	-2.59

Estimation Period:
Aug 24, 2009 to Mar 13, 2015

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts