V-Lab: ENGlobal Corp Spline ILLIQ Liquidity Analysis

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V-Lab

ENGlobal Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, March 14th, 2025:2214508000.00 (-59320000.00)

Analysis last updated: Friday, March 14, 2025 at 12:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3847	3847440.00
$α$	0.1561	1560790.00
$β$	0.8439	8439200.00
$γ_{1}$	-0.6664	-6664360.00
$γ_{2}$	0.7476	7476110.00
$γ_{3}$	0.2003	2002560.00
$γ_{4}$	-0.6040	-6040500.00
$γ_{5}$	0.7253	7252870.00

Estimation Period:
May 9, 1997 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts