V-Lab: Aon PLC ILLIQ-MFMEM Liquidity Analysis

V-Lab

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V-Lab

Aon PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:25.44 (0.08)

Analysis last updated: Thursday, May 16, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0760	1.78
$β$	0.8580	81.18
$γ$	-0.0760	-0.74
$λ_{1}$	0.1261	6.82
$λ_{2}$	0.1224	7.36
$λ_{3}$	0.8737	9.58

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts