V-Lab: General Electric Co. Spline ILLIQ Liquidity Analysis

V-Lab

General Electric Co. Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:12.83 (-0.15)

Analysis last updated: Friday, May 16, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0403	6.98
$α$	0.0520	14.16
$β$	0.9471	258.48
$γ_{1}$	-0.0012	-0.85

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts