V-Lab: Crown Castle Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Crown Castle Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:40.78 (-0.45)

Analysis last updated: Friday, May 17, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0812	7.27
$β$	0.9081	507.04
$γ$	-0.0362	-1.27
$λ_{1}$	0.0479	45.51
$λ_{2}$	0.0163	8.23
$λ_{3}$	0.9814	210.14

Estimation Period:
Aug 18, 1998 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts