V-Lab: Arconic Corp Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Arconic Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, August 18th, 2023:27.56 (-4.15)

Analysis last updated: Thursday, August 17, 2023 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0276	5.24
$α$	0.1589	7.80
$β$	0.8254	36.29
$γ_{1}$	-0.7878	-5.43

Estimation Period:
Apr 2, 2020 to Aug 11, 2023

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts