V-Lab: Alcoa Corp Spline ILLIQ Liquidity Analysis

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V-Lab

Alcoa Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 1st, 2024:121.00 (25.79)

Analysis last updated: Tuesday, April 30, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2043	12043260.00
$α$	0.1691	1690580.00
$β$	0.8309	8309380.00
$γ_{1}$	0.1917	1917420.00
$γ_{2}$	-0.4027	-4027470.00
$γ_{3}$	0.1061	1061080.00
$γ_{4}$	0.1670	1669520.00
$γ_{5}$	-0.2714	-2714480.00
$γ_{6}$	1.3437	13437010.00
$γ_{7}$	-4.4448	-44447620.00
$γ_{8}$	7.0571	70571120.00

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts