V-Lab: Skandinaviska Enskilda Banken AB Spline ILLIQ Liquidity Analysis

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V-Lab

Skandinaviska Enskilda Banken AB Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:2082.18 (-9.20)

Analysis last updated: Saturday, April 20, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4089	6.63
$α$	0.0776	13.20
$β$	0.9189	143.33
$γ_{1}$	-0.0041	-2.21

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Skandinaviska Enskilda Banken AB Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM