V-Lab: 1st Source Corp Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

1st Source Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:6093.76 (427.28)

Analysis last updated: Thursday, May 2, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4220	5.29
$α$	0.0880	10.11
$β$	0.8826	72.23
$γ_{1}$	-0.0309	-2.67
$γ_{2}$	0.0523	3.24
$γ_{3}$	-0.0381	-4.77
$γ_{4}$	0.0452	5.90

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts