V-Lab: AmeriGas Partners LP ILLIQ-MFMEM Liquidity Analysis

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V-Lab

AmeriGas Partners LP ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, August 22nd, 2019:332.95 (22.69)

Analysis last updated: Tuesday, June 13, 2023 at 04:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1181	0.41
$β$	0.7799	53.23
$γ$	-0.1181	-0.20
$λ_{1}$	0.2811	0.79
$λ_{2}$	0.0795	0.49
$λ_{3}$	0.9198	25.50

Estimation Period:
Apr 12, 1995 to Aug 21, 2019

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts