V-Lab: Amgen Inc Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Amgen Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:14.60 (-0.49)

Analysis last updated: Thursday, May 2, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0820	8.20
$α$	0.0512	13.18
$β$	0.9464	240.64
$γ_{1}$	-0.0007	-0.82

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts