V-Lab: Autodesk Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Autodesk Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:33.29 (-1.77)

Analysis last updated: Friday, May 17, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0850	2.50
$β$	0.8842	334.15
$γ$	-0.0850	-1.09
$λ_{1}$	0.0718	15.72
$λ_{2}$	0.1528	10.65
$λ_{3}$	0.8451	10.75

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts