V-Lab: Global Communication ILLIQ-MFMEM Liquidity Analysis

V-Lab

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V-Lab

Global Communication ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:4843.52 (485.44)

Analysis last updated: Saturday, May 18, 2024 at 01:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.2313	6.44
$β$	0.8387	142.07
$γ$	-0.1400	-1.81
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.1273	6.51
$λ_{3}$	0.1872	6.42

Estimation Period:
Sep 28, 2021 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Global Communication Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ