V-Lab
Affiliated Managers Group Inc Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, May 3rd, 2024:266.97 (5.56)
Analysis last updated: Thursday, May 2, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9959 | 5.32 | |
| 0.0734 | 12.48 | |
| 0.9266 | 157.51 | |
| 0.0197 | 1.64 |
Estimation Period:
Nov 21, 1997 to Apr 26, 2024
Nov 21, 1997 to Apr 26, 2024
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