V-Lab: Boston Properties Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Boston Properties Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 13th, 2024:241.37 (-24.05)

Analysis last updated: Friday, May 10, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0838	1.61
$β$	0.8283	31.92
$γ$	-0.0838	-0.63
$λ_{1}$	0.2376	1.98
$λ_{2}$	0.0326	2.34
$λ_{3}$	0.9655	100.67

Estimation Period:
Jun 18, 1997 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts