V-Lab: Ameren Corp Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Ameren Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:91.46 (-0.27)

Analysis last updated: Thursday, May 2, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2716	6.76
$α$	0.0339	26.19
$β$	0.9528	999.82
$γ$	0.0263	13.22

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts