V-Lab: British Land Co PLC/The ILLIQ-MFMEM Liquidity Analysis

V-Lab

British Land Co PLC/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:990.88 (22.45)

Analysis last updated: Sunday, May 18, 2025 at 04:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0837	1.55
$β$	0.8320	24.32
$γ$	0.1441	2.85
$λ_{1}$	10.0000	3.18
$λ_{2}$	0.0344	6.28
$λ_{3}$	0.9641	49.82

Estimation Period:
Jan 1, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts