V-Lab: ICADE ILLIQ-MFMEM Liquidity Analysis

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V-Lab

ICADE ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:4568.16 (-615.58)

Analysis last updated: Thursday, May 9, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1131	0.13
$β$	0.7493	14.78
$γ$	-0.1131	-0.06
$λ_{1}$	10.0000	0.15
$λ_{2}$	0.2526	0.16
$λ_{3}$	0.7474	2.00

Estimation Period:
Jul 5, 1991 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts