V-Lab: Warehouses De Pauw CVA Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Warehouses De Pauw CVA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:2952.65 (123.13)

Analysis last updated: Saturday, April 27, 2024 at 08:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9440	6.67
$α$	0.1040	8.24
$β$	0.8514	35.45
$γ_{1}$	0.0301	4.15
$γ_{2}$	-0.0468	-4.48
$γ_{3}$	0.0446	5.81

Estimation Period:
Jun 25, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts