V-Lab: Southern Co Gas ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Southern Co Gas ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, July 1st, 2016:23.70 (-1.37)

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
$m$	36
$α$	0.0798	1.17
$β$	0.8503	17.78
$γ$	0.1143	1.96
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0963	1.12
$λ_{3}$	0.9026	5.39

Estimation Period:
Jan 2, 1990 to Jun 30, 2016

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts