V-Lab: Sala Corp Spline ILLIQ Liquidity Analysis

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V-Lab

Sala Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:181.54 (-11.88)

Analysis last updated: Saturday, May 18, 2024 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8740	4.02
$α$	0.1172	13.84
$β$	0.8676	88.73
$γ_{1}$	-0.1099	-6.93
$γ_{2}$	0.1725	8.05
$γ_{3}$	-0.1329	-10.79
$γ_{4}$	0.1585	10.14

Estimation Period:
Oct 2, 1992 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts