V-Lab: Albemarle Corp Spline ILLIQ Liquidity Analysis

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V-Lab

Albemarle Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 30th, 2024:75.68 (7.17)

Analysis last updated: Monday, April 29, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8093	0.44
$α$	0.0852	0.15
$β$	0.9148	1.63
$γ_{1}$	-0.0318	-0.04
$γ_{2}$	0.0338	0.05

Estimation Period:
Feb 22, 1994 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts