V-Lab: American Financial Group Inc/OH Spline ILLIQ Liquidity Analysis

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V-Lab

American Financial Group Inc/OH Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:223.56 (-14.17)

Analysis last updated: Friday, May 3, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8003	8.12
$α$	0.0890	14.88
$β$	0.8980	127.74
$γ_{1}$	-0.0202	-5.99
$γ_{2}$	0.0294	5.86
$γ_{3}$	-0.0113	-2.37

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts