V-Lab: Agilent Technologies Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Agilent Technologies Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:72.50 (1.49)

Analysis last updated: Thursday, May 9, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0839	12.51
$β$	0.9011	482.38
$γ$	-0.0554	-4.79
$λ_{1}$	0.0096	16.78
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9994	1164.82

Estimation Period:
Nov 18, 1999 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts