V-Lab: Societe Fonciere Lyonnaise SA ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Societe Fonciere Lyonnaise SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 8th, 2024:1507921.00 (-134493.00)

Analysis last updated: Wednesday, May 8, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1637	0.46
$β$	0.6987	55.54
$γ$	-0.1637	-0.22
$λ_{1}$	10.0000	0.98
$λ_{2}$	0.0278	0.46
$λ_{3}$	0.9722	323.96

Estimation Period:
Jul 1, 1991 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts