V-Lab: Assurant Inc Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Assurant Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:148.47 (0.64)

Analysis last updated: Friday, May 3, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5072	8.93
$α$	0.0663	10.12
$β$	0.9253	126.17
$γ_{1}$	-0.0067	-3.33

Estimation Period:
Feb 5, 2004 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts