V-Lab: Industria Macchine Automatiche SpA Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Industria Macchine Automatiche SpA Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, January 26th, 2021:419.70 (-41.23)

Analysis last updated: Monday, January 25, 2021 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6721	4.66
$α$	0.0662	26.75
$β$	0.9048	526.64
$γ$	0.0581	9.62

Estimation Period:
Jun 12, 1995 to Jan 22, 2021

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Industria Macchine Automatiche SpA Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM