V-Lab: Amphenol Corp Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Amphenol Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:33.78 (-0.35)

Analysis last updated: Friday, May 3, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4822	11.35
$α$	0.0604	28.35
$β$	0.9159	660.37
$γ$	0.0474	15.35

Estimation Period:
Nov 8, 1991 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts