V-Lab: Stride Property Group Spline ILLIQ Liquidity Analysis

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V-Lab

Stride Property Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:46736.86 (-11913.69)

Analysis last updated: Friday, May 17, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5918	5.05
$α$	0.1946	6.68
$β$	0.6502	17.29
$γ_{1}$	-1.1826	-2.23
$γ_{2}$	2.0071	2.35
$γ_{3}$	-1.3120	-2.58
$γ_{4}$	0.7804	2.63
$γ_{5}$	-0.3213	-1.45
$γ_{6}$	0.0967	0.40
$γ_{7}$	-0.5024	-1.71
$γ_{8}$	1.3347	3.96
$γ_{9}$	-1.8176	-4.71

Estimation Period:
Aug 16, 2010 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Stride Property Group Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM