V-Lab: Cedar Development Co Ltd ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Cedar Development Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:4799.28 (-2292.63)

Analysis last updated: Friday, May 17, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.3922	7.65
$β$	0.6487	126.17
$γ$	-0.3922	-3.59
$λ_{1}$	10.0000	40.66
$λ_{2}$	0.9178	6.65
$λ_{3}$	0.0000	0.83

Estimation Period:
Oct 15, 2010 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Cedar Development Co Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ