V-Lab: Altria Group Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Altria Group Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 19th, 2024:17.45 (-0.35)

Analysis last updated: Thursday, April 18, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0628	11.46
$α$	0.0396	11.16
$β$	0.9555	247.85
$γ_{1}$	-0.0286	-9.97
$γ_{2}$	0.0372	7.71
$γ_{3}$	-0.0057	-1.04

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts