V-Lab: Camden National Corp Spline ILLIQ Liquidity Analysis

V-Lab

Camden National Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:5,399.70 (-88.58)

Analysis last updated: Friday, September 19, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9969	3.81
$α$	0.0879	0.18
$β$	0.9121	1.88
$γ_{1}$	0.0588	0.07
$γ_{2}$	-0.1562	-0.41
$γ_{3}$	0.1251	0.22
$γ_{4}$	-0.0296	-0.17

Estimation Period:
Oct 8, 1997 to Sep 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts