V-Lab
Affiliated Managers Group Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, May 3rd, 2024:272.75 (-3.32)
Analysis last updated: Thursday, May 2, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1881 | 8.65 | |
| 0.0426 | 22.11 | |
| 0.9317 | 666.92 | |
| 0.0475 | 13.31 |
Estimation Period:
Nov 21, 1997 to Apr 26, 2024
Nov 21, 1997 to Apr 26, 2024
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