V-Lab: Allstate Corp/The ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Allstate Corp/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:41.50 (-0.61)

Analysis last updated: Thursday, May 2, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.0702	24.27
$β$	0.9210	580.34
$γ$	-0.0656	-7.67
$λ_{1}$	0.0167	315.60
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9988	2837.54

Estimation Period:
Jun 3, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts