V-Lab: Carillion PLC ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Carillion PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 17th, 2018:2052.77 (1787.44)

Analysis last updated: Sunday, March 21, 2021 at 06:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0804	6.85
$β$	0.9227	437.53
$γ$	-0.0804	-4.94
$λ_{1}$	0.0013	29.23
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9981	575.63

Estimation Period:
Jul 29, 1999 to May 16, 2018

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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