V-Lab: AMETEK Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

AMETEK Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:43.75 (2.21)

Analysis last updated: Thursday, May 16, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0808	1.25
$β$	0.8255	15.55
$γ$	0.1708	5.02
$λ_{1}$	0.4500	1.28
$λ_{2}$	0.0333	4.92
$λ_{3}$	0.9659	47.30

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts