V-Lab: CA Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

CA Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, November 5th, 2018:12.59 (-1.10)

Analysis last updated: Wednesday, June 7, 2023 at 03:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0914	1.28
$β$	0.8245	28.18
$γ$	0.1651	1.89
$λ_{1}$	10.0000	1.10
$λ_{2}$	0.1639	1.52
$λ_{3}$	0.8352	3.48

Estimation Period:
Jan 2, 1990 to Nov 2, 2018

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts