V-Lab
Brd - Groupe Societe Generale Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Thursday, May 2nd, 2024:6409.29 (413.80)
Analysis last updated: Wednesday, May 1, 2024 at 08:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.9233 | 219233500.00 | |
| 0.1640 | 1640370.00 | |
| 0.8360 | 8359600.00 | |
| -4.9695 | -49694980.00 | |
| 9.8384 | 98383850.00 | |
| -6.9773 | -69772840.00 | |
| 2.6169 | 26168840.00 | |
| -1.1579 | -11579280.00 | |
| 0.9252 | 9252320.00 | |
| -0.2837 | -2837070.00 | |
| 0.0577 | 576900.00 | |
| -0.1956 | -1956020.00 |
Estimation Period:
Jan 15, 2001 to Apr 30, 2024
Jan 15, 2001 to Apr 30, 2024
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