V-Lab: American Financial Group Inc/OH ILLIQ-MFMEM Liquidity Analysis

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V-Lab

American Financial Group Inc/OH ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:214.18 (-21.37)

Analysis last updated: Friday, May 17, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0993	1.44
$β$	0.8535	37.04
$γ$	-0.0993	-0.58
$λ_{1}$	0.2039	7.03
$λ_{2}$	0.0551	5.54
$λ_{3}$	0.9440	20.51

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts