V-Lab: HP Inc Spline ILLIQ Liquidity Analysis

V-Lab

HP Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:78.14 (0.33)

Analysis last updated: Friday, May 16, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0448	9.12
$α$	0.0671	14.58
$β$	0.9310	203.54
$γ_{1}$	-0.0002	-0.25

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts