V-Lab: Wison Engineering Services Co Ltd ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Wison Engineering Services Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:54652.16 (18343.07)

Analysis last updated: Wednesday, May 1, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.1933	0.22
$β$	0.8711	95.04
$γ$	-0.1289	-0.07
$λ_{1}$	0.0000	0.33
$λ_{2}$	0.0280	0.32
$λ_{3}$	0.8858	6.37

Estimation Period:
Dec 28, 2012 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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