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

V-Lab

AES Corp/VA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:160.28 (0.32)

Analysis last updated: Tuesday, April 15, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1715	3.31
$α$	0.0763	1.21
$β$	0.9237	14.65
$γ_{1}$	-0.0366	-0.34
$γ_{2}$	0.0398	0.38
$γ_{3}$	-0.0047	-0.25

Estimation Period:
Jun 26, 1991 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts