V-Lab: Bunge Global SA Spline ILLIQ Liquidity Analysis

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V-Lab

Bunge Global SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:68.40 (2.71)

Analysis last updated: Friday, April 26, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7250	5.81
$α$	0.0910	10.98
$β$	0.9023	114.04
$γ_{1}$	-0.0022	-1.10

Estimation Period:
Aug 2, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts