V-Lab: Fermentalg ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Fermentalg ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:226280.90 (33515.20)

Analysis last updated: Friday, May 17, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1733	0.15
$β$	0.7486	6.58
$γ$	-0.1733	-0.07
$λ_{1}$	10.0000	0.28
$λ_{2}$	0.2151	0.43
$λ_{3}$	0.7849	0.90

Estimation Period:
Apr 16, 2014 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts