V-Lab: Progenics Pharmaceuticals Inc Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Progenics Pharmaceuticals Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 22nd, 2020:10221.52 (-1778.58)

Analysis last updated: Friday, June 19, 2020 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8961	0.12
$α$	0.1821	0.06
$β$	0.8179	0.28
$γ_{1}$	-0.3812	-0.07
$γ_{2}$	0.5388	0.08
$γ_{3}$	-0.2794	-0.15
$γ_{4}$	0.2743	0.17

Estimation Period:
Nov 19, 1997 to Jun 19, 2020

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts