V-Lab: Southern Co Gas Spline ILLIQ Liquidity Analysis

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V-Lab

Southern Co Gas Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 1st, 2016:22.04 (-1.20)

Analysis last updated: Thursday, June 30, 2016 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1148	8.00
$α$	0.0637	13.04
$β$	0.9302	167.94
$γ_{1}$	-0.0495	-6.84
$γ_{2}$	0.0681	5.38
$γ_{3}$	-0.0458	-3.01

Estimation Period:
Jan 2, 1990 to Jun 24, 2016

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts