V-Lab: Advtech Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Advtech Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:2602.75 (1364.17)

Analysis last updated: Friday, May 3, 2024 at 08:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1262	0.82
$β$	0.8870	101.89
$γ$	-0.1262	-0.41
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0065	0.85
$λ_{3}$	0.9919	1937.32

Estimation Period:
Nov 20, 1997 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts