V-Lab: Affiliated Managers Group Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Affiliated Managers Group Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:232.22 (-1.34)

Analysis last updated: Friday, April 26, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0703	1.52
$β$	0.8486	155.37
$γ$	0.0091	0.09
$λ_{1}$	10.0000	1.94
$λ_{2}$	0.4919	2.90
$λ_{3}$	0.4793	2.34

Estimation Period:
Nov 21, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts