V-Lab: Marten Transport Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Marten Transport Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 1st, 2024:1364.25 (-41.91)

Analysis last updated: Tuesday, April 30, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1290	3.42
$α$	0.0689	7.69
$β$	0.9220	88.67
$γ_{1}$	-0.4638	-3.18
$γ_{2}$	0.5965	2.32
$γ_{3}$	-1.0780	-3.24
$γ_{4}$	2.3008	4.93
$γ_{5}$	-1.7755	-4.69
$γ_{6}$	0.3498	1.67
$γ_{7}$	0.0861	0.63
$γ_{8}$	-0.0095	-0.08
$γ_{9}$	-0.0046	-0.04
$γ_{10}$	-0.0328	-0.21

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts