V-Lab: Airgas Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Airgas Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 23rd, 2016:5.67 (-0.56)

Analysis last updated: Wednesday, June 7, 2023 at 02:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1234	1.63
$β$	0.7592	20.01
$γ$	0.2344	3.06
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.1569	3.00
$λ_{3}$	0.8427	5.71

Estimation Period:
Jan 2, 1990 to May 20, 2016

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts