V-Lab: Aetna Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Aetna Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, November 29th, 2018:12.27 (-0.72)

Analysis last updated: Wednesday, June 7, 2023 at 02:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0690	0.89
$β$	0.8633	15.28
$γ$	-0.0690	-0.33
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0741	1.58
$λ_{3}$	0.9253	7.22

Estimation Period:
Jan 2, 1990 to Nov 28, 2018

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts