V-Lab: Brown & Brown Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Brown & Brown Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 8th, 2024:73.25 (4.23)

Analysis last updated: Tuesday, May 7, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2311	5.10
$α$	0.0500	6.59
$β$	0.9384	98.73
$γ_{1}$	-0.1224	-4.73
$γ_{2}$	0.1351	3.14
$γ_{3}$	0.0640	1.82
$γ_{4}$	-0.1106	-4.66
$γ_{5}$	0.0550	3.11
$γ_{6}$	-0.0535	-2.40

Estimation Period:
Mar 9, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts