V-Lab: Amphenol Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Amphenol Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:37.15 (-0.83)

Analysis last updated: Thursday, May 9, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0915	27.78
$β$	0.9002	512.08
$γ$	-0.0507	-6.05
$λ_{1}$	0.0260	285.30
$λ_{2}$	0.0000	0.04
$λ_{3}$	0.9989	3699.49

Estimation Period:
Nov 8, 1991 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts