V-Lab: Nexeo Solutions Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Nexeo Solutions Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, March 1st, 2019:3153.70 (-277.60)

Analysis last updated: Thursday, February 28, 2019 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4887	3.13
$α$	0.2424	3.33
$β$	0.5491	5.54
$γ_{1}$	-4.1857	-1.35
$γ_{2}$	3.5017	0.63
$γ_{3}$	6.0758	1.47
$γ_{4}$	-9.3119	-3.14
$γ_{5}$	4.8179	2.06
$γ_{6}$	-1.1590	-0.68
$γ_{7}$	1.8371	0.82

Estimation Period:
Aug 6, 2014 to Feb 22, 2019

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts