V-Lab: Brown-Forman Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Brown-Forman Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 21st, 2024:166.29 (20.70)

Analysis last updated: Monday, May 20, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0875	1.32
$β$	0.8143	22.99
$γ$	-0.0875	-0.54
$λ_{1}$	0.1728	1.84
$λ_{2}$	0.0401	2.85
$λ_{3}$	0.9589	53.68

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts