V-Lab: China Machinery Engineering Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

China Machinery Engineering Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, July 30th, 2021:446.10 (-16.49)

Analysis last updated: Thursday, July 29, 2021 at 03:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1875	2.26
$β$	0.7944	120.69
$γ$	-0.1875	-1.29
$λ_{1}$	3.8554	4.75
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9890	206.85

Estimation Period:
Dec 21, 2012 to Jul 23, 2021

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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