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 Tuesday, November 12th, 2024:110.24 (-2.68)

Analysis last updated: Monday, November 11, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0731	2.34
$β$	0.9078	500.73
$γ$	-0.0731	-0.95
$λ_{1}$	0.2873	12.08
$λ_{2}$	0.0971	4.87
$λ_{3}$	0.8994	13.64

Estimation Period:
Jun 26, 1991 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts