V-Lab: CFG Bank SA ILLIQ-MFMEM Liquidity Analysis

V-Lab

CFG Bank SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:3861.00 (7.35)

Analysis last updated: Friday, April 18, 2025 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.0024	0.00
$β$	0.7476	3.60
$γ$	0.4999	0.11
$λ_{1}$	9.9493	0.00
$λ_{2}$	0.0186	0.00
$λ_{3}$	0.9814	0.00

Estimation Period:
Dec 18, 2023 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts