V-Lab: HCI Group Inc Spline ILLIQ Liquidity Analysis

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V-Lab

HCI Group Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 7th, 2024:785.20 (-87.63)

Analysis last updated: Monday, May 6, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9942	0.35
$α$	0.1051	0.01
$β$	0.8949	0.08
$γ_{1}$	0.2691	0.01
$γ_{2}$	-0.6938	-0.00
$γ_{3}$	0.6725	0.01
$γ_{4}$	-0.4086	-0.02
$γ_{5}$	0.2309	0.01
$γ_{6}$	-0.3318	-0.01

Estimation Period:
Sep 15, 2008 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts