V-Lab: American Electric Power Co Inc Spline ILLIQ Liquidity Analysis

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V-Lab

American Electric Power Co Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:41.45 (-2.10)

Analysis last updated: Thursday, May 2, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9827	5.43
$α$	0.0552	10.37
$β$	0.9448	177.59
$γ_{1}$	0.0160	0.69
$γ_{2}$	-0.0363	-1.07
$γ_{3}$	0.0274	0.66

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts