V-Lab: Ameren Corp Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Ameren Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:79.38 (-0.42)

Analysis last updated: Thursday, May 9, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1684	8.19
$α$	0.0504	12.27
$β$	0.9478	221.40
$γ_{1}$	-0.0033	-2.80

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts