V-Lab: Alphabet Inc Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Alphabet Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, November 13th, 2024:2.71 (-0.06)

Analysis last updated: Tuesday, November 12, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1340	9.71
$α$	0.0532	10.62
$β$	0.9391	179.01
$γ_{1}$	-0.0107	-6.55

Estimation Period:
Aug 19, 2004 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts