V-Lab: AES Corp/VA Spline ILLIQ Liquidity Analysis

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V-Lab

AES Corp/VA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:140.27 (-6.62)

Analysis last updated: Friday, April 26, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1651	3.15
$α$	0.0757	0.51
$β$	0.9243	6.19
$γ_{1}$	-0.0078	-0.12

Estimation Period:
Jun 26, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts