V-Lab: Bemis Co Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Bemis Co Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, June 11th, 2019:199.23 (-14.16)

Analysis last updated: Wednesday, June 7, 2023 at 02:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0809	1.50
$β$	0.8236	18.14
$γ$	0.1058	1.84
$λ_{1}$	0.8917	2.20
$λ_{2}$	0.0313	4.30
$λ_{3}$	0.9675	65.21

Estimation Period:
Jan 2, 1990 to Jun 10, 2019

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts