V-Lab: Banco Santander Sa ILLIQ-MFMEM Liquidity Analysis

V-Lab

Banco Santander Sa ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 16th, 2025:5,510.85 (1,406.75)

Analysis last updated: Sunday, June 15, 2025 at 04:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0563	7.52
$β$	0.9424	546.30
$γ$	-0.0563	-3.40
$λ_{1}$	0.3783	77.01
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9980	811.41

Estimation Period:
Jan 2, 2007 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Banco Santander Sa Analyses
Spline ILLIQ
Asymmetric ILLIQ
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