V-Lab: APA Corp Asymmetric ILLIQ Liquidity Analysis

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V-Lab

APA Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:58.83 (-2.03)

Analysis last updated: Friday, April 26, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2485	8.95
$α$	0.0279	22.08
$β$	0.9507	1022.26
$γ$	0.0382	18.92

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts