V-Lab: Apartment Investment & Management Co ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Apartment Investment & Management Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:1622.37 (-55.55)

Analysis last updated: Thursday, May 9, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0784	31.70
$β$	0.9093	519.92
$γ$	-0.0784	-11.11
$λ_{1}$	0.6326	124.41
$λ_{2}$	0.0000	0.07
$λ_{3}$	0.9987	6401.76

Estimation Period:
Jul 22, 1994 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts