V-Lab: Assurant Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Assurant Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 1st, 2024:177.65 (-6.65)

Analysis last updated: Tuesday, April 30, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0706	17.00
$β$	0.9126	353.19
$γ$	-0.0147	-1.93
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9998	1363.97

Estimation Period:
Feb 5, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts