V-Lab: Capital One Financial Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Capital One Financial Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:36.46 (0.95)

Analysis last updated: Wednesday, May 1, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0676	14.87
$β$	0.9244	432.14
$γ$	-0.0676	-4.06
$λ_{1}$	0.0209	136.50
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9983	1191.33

Estimation Period:
Nov 16, 1994 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts