V-Lab: Bank of New York Mellon Corp/The ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Bank of New York Mellon Corp/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:46.95 (-1.41)

Analysis last updated: Friday, April 26, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0526	15.43
$β$	0.9357	348.77
$γ$	-0.0526	-2.74
$λ_{1}$	0.0119	46.06
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9992	2822.57

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts