V-Lab: Covivio Hotels SACA ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Covivio Hotels SACA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:433467.40 (-76676.50)

Analysis last updated: Thursday, May 9, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1671	1.62
$β$	0.7690	50.05
$γ$	-0.1671	-0.73
$λ_{1}$	10.0000	0.09
$λ_{2}$	0.0665	2.22
$λ_{3}$	0.9335	42.69

Estimation Period:
Oct 30, 1996 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts