V-Lab: Apollo Global Management Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Apollo Global Management Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:60.09 (0.68)

Analysis last updated: Friday, May 3, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0427	6.68
$α$	0.1008	10.50
$β$	0.8933	91.07
$γ_{1}$	-0.0207	-2.57

Estimation Period:
Mar 30, 2011 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts