V-Lab: Accenture PLC ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Accenture PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:9.95 (-0.48)

Analysis last updated: Thursday, May 16, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0753	24.05
$β$	0.9056	411.81
$γ$	-0.0753	-7.31
$λ_{1}$	0.0040	25.15
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9991	1899.50

Estimation Period:
Jul 19, 2001 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts