V-Lab: Cameron International Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Cameron International Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 4th, 2016:77.41 (-4.19)

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
$m$	56
$α$	0.0628	21.96
$β$	0.9273	421.12
$γ$	-0.0354	-4.61
$λ_{1}$	0.0388	69.18
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9988	2063.66

Estimation Period:
Jul 6, 1995 to Apr 1, 2016

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts