V-Lab: CECEP Wind-Power Corp Spline ILLIQ Liquidity Analysis

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V-Lab

CECEP Wind-Power Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 18th, 2024:52.87 (-3.37)

Analysis last updated: Wednesday, December 18, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8466	5.67
$α$	0.2389	8.07
$β$	0.5668	19.66
$γ_{1}$	-0.0427	-0.29
$γ_{2}$	0.2453	1.22
$γ_{3}$	-0.7765	-7.78
$γ_{4}$	1.2280	15.42
$γ_{5}$	-1.0633	-9.96

Estimation Period:
Sep 29, 2014 to Dec 13, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other CECEP Wind-Power Corp Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM