V-Lab: CapitalSource Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

CapitalSource Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, April 8th, 2014:455.50 (-77.39)

Analysis last updated: Wednesday, June 7, 2023 at 02:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1323	1.10
$β$	0.7848	52.86
$γ$	-0.1323	-0.49
$λ_{1}$	10.0000	2.68
$λ_{2}$	0.2571	7.95
$λ_{3}$	0.7231	3.30

Estimation Period:
Aug 7, 2003 to Apr 7, 2014

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts