V-Lab: Brown & Brown Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Brown & Brown Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, April 30th, 2024:73.60 (-2.87)

Analysis last updated: Monday, April 29, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0475	1.18
$β$	0.9119	28.84
$γ$	-0.0475	-0.44
$λ_{1}$	0.0683	1.06
$λ_{2}$	0.0285	2.13
$λ_{3}$	0.9704	41.31

Estimation Period:
Mar 9, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts