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

V-Lab

| |

V-Lab

CECEP Wind-Power Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 15th, 2024:115.74 (16.28)

Analysis last updated: Saturday, April 13, 2024 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0078	7.79
$α$	0.2596	9.08
$β$	0.5926	22.58
$γ_{1}$	0.1937	4.56
$γ_{2}$	-0.4704	-7.38
$γ_{3}$	0.7173	14.07

Estimation Period:
Sep 29, 2014 to Apr 12, 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