V-Lab: Cogeco Inc -Sub Vtg Spline ILLIQ Liquidity Analysis

V-Lab

Cogeco Inc -Sub Vtg Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:4,773.22 (-280.44)

Analysis last updated: Saturday, August 23, 2025 at 01:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6865	1.90
$α$	0.0838	10.53
$β$	0.9105	95.06
$γ_{1}$	-0.4904	-4.47
$γ_{2}$	0.7298	5.65
$γ_{3}$	-0.3382	-4.32
$γ_{4}$	0.1244	1.55
$γ_{5}$	-0.0389	-0.52
$γ_{6}$	-0.0270	-0.33
$γ_{7}$	0.1579	1.77
$γ_{8}$	-0.2380	-2.01

Estimation Period:
Jan 5, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Cogeco Inc -Sub Vtg Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM