V-Lab: MediaAlpha Inc Spline ILLIQ Liquidity Analysis

V-Lab

MediaAlpha Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:4299.76 (-609.23)

Analysis last updated: Tuesday, April 15, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0942	8.15
$α$	0.1249	7.71
$β$	0.8607	42.97
$γ_{1}$	-0.3144	-4.16

Estimation Period:
Oct 28, 2020 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts