V-Lab: Esprit Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Esprit Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:35045.47 (-2493.97)

Analysis last updated: Saturday, May 4, 2024 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.3809	0.04
$β$	0.8095	25.73
$γ$	-0.3809	-0.02
$λ_{1}$	10.0000	0.04
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.02

Estimation Period:
Dec 9, 1993 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ