V-Lab: American Express Co ILLIQ-MFMEM Liquidity Analysis

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V-Lab

American Express Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 13th, 2024:15.35 (0.48)

Analysis last updated: Friday, May 10, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0576	1.31
$β$	0.8933	51.54
$γ$	-0.0576	-0.52
$λ_{1}$	0.0708	8.63
$λ_{2}$	0.0971	2.31
$λ_{3}$	0.8998	7.46

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts