V-Lab: Aon PLC Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Aon PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:26.78 (-1.55)

Analysis last updated: Friday, May 3, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2002	8.23
$α$	0.0601	14.25
$β$	0.9353	204.96
$γ_{1}$	-0.0078	-3.89
$γ_{2}$	0.0141	3.56

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts