V-Lab: CareFusion Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

CareFusion Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, March 17th, 2015:15.44 (-1.74)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0878	1.43
$β$	0.7621	21.05
$γ$	0.2920	5.10
$λ_{1}$	8.4664	0.25
$λ_{2}$	0.4392	1.02
$λ_{3}$	0.5577	0.70

Estimation Period:
Aug 24, 2009 to Mar 16, 2015

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts