V-Lab: Albemarle Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Albemarle Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 21st, 2024:72.07 (-4.66)

Analysis last updated: Monday, May 20, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0923	1.24
$β$	0.8491	23.08
$γ$	-0.0858	-0.47
$λ_{1}$	0.1343	7.55
$λ_{2}$	0.0768	2.81
$λ_{3}$	0.9216	10.94

Estimation Period:
Feb 22, 1994 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts