V-Lab: Howmet Aerospace Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Howmet Aerospace Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:59.66 (0.35)

Analysis last updated: Wednesday, May 8, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0656	1.64
$β$	0.9119	91.65
$γ$	-0.0656	-0.58
$λ_{1}$	0.0858	13.74
$λ_{2}$	0.0566	2.13
$λ_{3}$	0.9420	14.86

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts