V-Lab: Biogen Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Biogen Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:48.89 (3.09)

Analysis last updated: Friday, April 26, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0860	16.60
$β$	0.9134	576.98
$γ$	-0.0860	-17.31
$λ_{1}$	0.0134	17.11
$λ_{2}$	0.0000	0.05
$λ_{3}$	0.9963	4570.29

Estimation Period:
Sep 18, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts