V-Lab: Societe BIC SA ILLIQ-MFMEM Liquidity Analysis

V-Lab

Societe BIC SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:5,506.98 (815.26)

Analysis last updated: Thursday, May 8, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1109	1.64
$β$	0.7925	33.19
$γ$	0.1858	2.04
$λ_{1}$	10.0000	0.27
$λ_{2}$	0.1044	2.91
$λ_{3}$	0.8956	9.13

Estimation Period:
Jun 28, 1991 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Societe BIC SA Analyses
Spline ILLIQ
Asymmetric ILLIQ
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