V-Lab: Arthur J Gallagher & Co ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Arthur J Gallagher & Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:41.85 (-4.06)

Analysis last updated: Wednesday, May 8, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0819	1.64
$β$	0.8478	38.71
$γ$	-0.0782	-0.67
$λ_{1}$	0.0162	1.12
$λ_{2}$	0.0219	1.85
$λ_{3}$	0.9768	267.31

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts