V-Lab: Crown Castle Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Crown Castle Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:38.09 (1.04)

Analysis last updated: Wednesday, May 8, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0813	7.28
$β$	0.9080	506.40
$γ$	-0.0361	-1.27
$λ_{1}$	0.0476	45.89
$λ_{2}$	0.0162	8.23
$λ_{3}$	0.9814	210.42

Estimation Period:
Aug 18, 1998 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts