V-Lab: CapitalSource Inc Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

CapitalSource Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 8th, 2014:443.35 (-67.84)

Analysis last updated: Sunday, December 7, 2014 at 11:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4236	7.24
$α$	0.1374	10.13
$β$	0.8382	53.38
$γ_{1}$	0.1078	6.03
$γ_{2}$	-0.1716	-4.63

Estimation Period:
Aug 7, 2003 to Apr 7, 2014

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts