V-Lab: Baxter International Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Baxter International Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:78.57 (-5.00)

Analysis last updated: Friday, April 26, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0844	2.03
$β$	0.8442	35.01
$γ$	-0.0844	-0.78
$λ_{1}$	0.0377	3.18
$λ_{2}$	0.0242	4.50
$λ_{3}$	0.9749	127.54

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts