V-Lab: Blackstone Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Blackstone Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:37.36 (-1.63)

Analysis last updated: Friday, April 26, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0984	5.88
$β$	0.8883	393.39
$γ$	-0.0984	-5.18
$λ_{1}$	0.0220	392.18
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9982	447.63

Estimation Period:
Jun 22, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts