V-Lab: Alphabet Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Alphabet Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:3.18 (0.02)

Analysis last updated: Wednesday, May 8, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0357	2.97
$β$	0.9264	203.61
$γ$	0.0646	1.78
$λ_{1}$	1.3119	0.14
$λ_{2}$	0.3622	0.13
$λ_{3}$	0.6031	0.18

Estimation Period:
Aug 19, 2004 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts