V-Lab: Stride Property Group Spline ILLIQ Liquidity Analysis

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V-Lab

Stride Property Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:80135.97 (28751.81)

Analysis last updated: Friday, May 3, 2024 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5817	5.07
$α$	0.1940	6.62
$β$	0.6466	16.87
$γ_{1}$	-1.1968	-2.24
$γ_{2}$	2.0279	2.37
$γ_{3}$	-1.3227	-2.61
$γ_{4}$	0.7897	2.67
$γ_{5}$	-0.3384	-1.53
$γ_{6}$	0.1339	0.55
$γ_{7}$	-0.5618	-1.90
$γ_{8}$	1.3975	4.19
$γ_{9}$	-1.8762	-4.75

Estimation Period:
Aug 16, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Stride Property Group Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM