V-Lab: Broadcom Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Broadcom Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, February 1st, 2016:18.34 (-1.11)

Analysis last updated: Wednesday, June 7, 2023 at 02:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0834	16.20
$β$	0.9060	355.30
$γ$	0.0084	1.12
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9999	1146.62

Estimation Period:
Apr 20, 1998 to Jan 29, 2016

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts