V-Lab: Brookfield Infrastructure Partners LP Spline ILLIQ Liquidity Analysis

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V-Lab

Brookfield Infrastructure Partners LP Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:1368.86 (-6.93)

Analysis last updated: Friday, April 26, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0382	2.47
$α$	0.1014	10.00
$β$	0.8890	92.58
$γ_{1}$	-0.0044	-0.12
$γ_{2}$	0.0034	0.07
$γ_{3}$	0.0386	0.91

Estimation Period:
Jan 10, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Brookfield Infrastructure Partners LP Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM