V-Lab: Century Paper & Bd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Century Paper & Bd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:4,834.86 (-788.08)

Analysis last updated: Thursday, May 8, 2025 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.5663	0.15
$β$	0.6837	57.61
$γ$	-0.5000	-0.08
$λ_{1}$	9.9113	0.15
$λ_{2}$	0.0000	0.05
$λ_{3}$	0.0000	0.15

Estimation Period:
Jan 8, 1996 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Century Paper & Bd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ