V-Lab: BXP Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

BXP Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:162.54 (1.71)

Analysis last updated: Friday, May 16, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0838	1.61
$β$	0.8276	32.14
$γ$	-0.0838	-0.63
$λ_{1}$	0.2414	1.97
$λ_{2}$	0.0321	2.29
$λ_{3}$	0.9659	105.52

Estimation Period:
Jun 18, 1997 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts