V-Lab: AMETEK Inc Spline ILLIQ Liquidity Analysis

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V-Lab

AMETEK Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:41.83 (-1.24)

Analysis last updated: Wednesday, May 1, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3318	7.58
$α$	0.0619	11.89
$β$	0.9241	137.40
$γ_{1}$	-0.0312	-7.54
$γ_{2}$	0.0429	7.23
$γ_{3}$	-0.0112	-2.71

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts