V-Lab: Assurant Inc Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Assurant Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 1st, 2024:193.96 (-4.04)

Analysis last updated: Tuesday, April 30, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1000	12.76
$α$	0.0430	16.82
$β$	0.9321	583.27
$γ$	0.0405	7.66

Estimation Period:
Feb 5, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts