V-Lab: AutoZone Inc Asymmetric ILLIQ Liquidity Analysis

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V-Lab

AutoZone Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:24.33 (-0.44)

Analysis last updated: Thursday, May 2, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1746	10.52
$α$	0.0535	33.74
$β$	0.9322	871.18
$γ$	0.0276	11.46

Estimation Period:
Apr 3, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts