V-Lab: General Electric Co Spline ILLIQ Liquidity Analysis

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V-Lab

General Electric Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:14.01 (0.51)

Analysis last updated: Friday, April 19, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0402	6.95
$α$	0.0523	14.02
$β$	0.9468	254.66
$γ_{1}$	-0.0012	-0.68

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts