V-Lab: eMagin Corp Spline ILLIQ Liquidity Analysis

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V-Lab

eMagin Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, October 18th, 2023:10696.58 (-1294.91)

Analysis last updated: Tuesday, October 17, 2023 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0890	2.10
$α$	0.2138	19.27
$β$	0.7857	69.61
$γ_{1}$	0.3710	0.84
$γ_{2}$	-2.1923	-2.79
$γ_{3}$	5.0610	5.23
$γ_{4}$	-5.9466	-6.30
$γ_{5}$	3.9039	7.34
$γ_{6}$	-1.4187	-4.53
$γ_{7}$	0.1728	0.59
$γ_{8}$	0.0592	0.24
$γ_{9}$	-0.8224	-1.94
$γ_{10}$	2.6199	3.01

Estimation Period:
Jan 24, 2000 to Oct 13, 2023

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts