V-Lab: Ares Capital Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Ares Capital Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 1st, 2024:116.34 (9.30)

Analysis last updated: Tuesday, April 30, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.1039	21.03
$β$	0.8849	407.04
$γ$	-0.0448	-3.70
$λ_{1}$	0.1125	380.12
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9984	2004.82

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts