V-Lab: Calpine Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Calpine Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, March 9th, 2018:16.98 (-0.04)

Analysis last updated: Wednesday, June 7, 2023 at 03:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0593	0.70
$β$	0.7912	11.10
$γ$	0.2284	3.61
$λ_{1}$	2.8928	0.31
$λ_{2}$	0.5416	1.47
$λ_{3}$	0.4550	0.98

Estimation Period:
Jan 11, 2008 to Mar 8, 2018

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts