V-Lab: ATN International Inc Spline ILLIQ Liquidity Analysis

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V-Lab

ATN International Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:11938.79 (121.91)

Analysis last updated: Thursday, May 2, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5788	0.09
$α$	0.0581	0.01
$β$	0.9419	0.16
$γ_{1}$	-0.0729	-0.00
$γ_{2}$	-0.0473	-0.00
$γ_{3}$	0.2639	0.26
$γ_{4}$	-0.1725	-0.02

Estimation Period:
Nov 14, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts