V-Lab: AES Corp/VA ILLIQ-MFMEM Liquidity Analysis

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V-Lab

AES Corp/VA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:151.84 (4.84)

Analysis last updated: Thursday, May 2, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0734	2.39
$β$	0.9080	495.64
$γ$	-0.0734	-0.96
$λ_{1}$	0.2901	11.83
$λ_{2}$	0.0934	4.74
$λ_{3}$	0.9031	14.28

Estimation Period:
Jun 26, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts