V-Lab: Alleghany Corp Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Alleghany Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, October 19th, 2022:17.41 (-1.15)

Analysis last updated: Tuesday, October 18, 2022 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.0594	34.71
$β$	0.9381	894.27
$γ$	0.0050	2.03

Estimation Period:
Jan 2, 1990 to Oct 14, 2022

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts