V-Lab: Glatfelter Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Glatfelter Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:76743.98 (-268.82)

Analysis last updated: Friday, May 3, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.33
$α$	0.0522	31.12
$β$	0.9328	929.07
$γ$	0.0300	10.45

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts