V-Lab: Bunge Global SA ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Bunge Global SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 13th, 2024:78.23 (-1.80)

Analysis last updated: Friday, May 10, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0637	3.42
$β$	0.8948	223.04
$γ$	-0.0637	-1.18
$λ_{1}$	1.7747	6.75
$λ_{2}$	0.2052	4.05
$λ_{3}$	0.7759	5.50

Estimation Period:
Aug 2, 2001 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts