V-Lab: Ameren Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Ameren Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:96.15 (5.49)

Analysis last updated: Friday, April 26, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0729	1.36
$β$	0.8627	48.31
$γ$	-0.0729	-0.58
$λ_{1}$	0.1302	3.68
$λ_{2}$	0.0882	7.66
$λ_{3}$	0.9105	11.78

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts