V-Lab: Anadarko Petroleum Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Anadarko Petroleum Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, August 9th, 2019:9.15 (-0.43)

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
$m$	126
$α$	0.0738	25.19
$β$	0.9224	694.03
$γ$	-0.0738	-8.47
$λ_{1}$	0.0036	187.32
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9989	2328.40

Estimation Period:
Jan 2, 1990 to Aug 8, 2019

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts