V-Lab: Boston Properties Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Boston Properties Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:242.22 (-8.29)

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
$ω$	1.1852	6.85
$α$	0.0754	14.72
$β$	0.9220	185.22
$γ_{1}$	0.0021	1.15

Estimation Period:
Jun 18, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts