V-Lab: Arthur J Gallagher & Co ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Arthur J Gallagher & Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:37.02 (0.41)

Analysis last updated: Friday, April 26, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0819	1.64
$β$	0.8479	38.86
$γ$	-0.0807	-0.69
$λ_{1}$	0.0178	1.32
$λ_{2}$	0.0218	1.85
$λ_{3}$	0.9768	269.09

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts