V-Lab: Brookfield Infrastructure Partners LP ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Brookfield Infrastructure Partners LP ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:1239.13 (8.24)

Analysis last updated: Friday, April 26, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1070	1.05
$β$	0.7830	14.64
$γ$	-0.0037	-0.02
$λ_{1}$	10.0000	1.77
$λ_{2}$	0.0560	4.18
$λ_{3}$	0.9358	20.39

Estimation Period:
Jan 10, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Brookfield Infrastructure Partners LP Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ