V-Lab: Intervest Offices & Warehouses NV ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Intervest Offices & Warehouses NV ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, April 26th, 2024:20581.32 (-2807.31)

Analysis last updated: Saturday, April 27, 2024 at 08:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1255	24.67
$β$	0.8760	348.87
$γ$	-0.0343	-4.06
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.09
$λ_{3}$	0.9995	8060.15

Estimation Period:
Mar 11, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts