V-Lab: BlackRock Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

BlackRock Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 13th, 2024:21.08 (0.20)

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
$m$	21
$α$	0.0858	2.58
$β$	0.8571	34.61
$γ$	-0.0858	-0.82
$λ_{1}$	0.0476	3.33
$λ_{2}$	0.0282	7.47
$λ_{3}$	0.9695	71.66

Estimation Period:
Oct 1, 1999 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts