V-Lab: Coor Service Management Holding AB ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Coor Service Management Holding AB ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:2526.17 (114.37)

Analysis last updated: Friday, May 3, 2024 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0672	0.79
$β$	0.8363	89.66
$γ$	-0.0672	-0.36
$λ_{1}$	10.0000	1.48
$λ_{2}$	0.1642	1.78
$λ_{3}$	0.8292	6.13

Estimation Period:
Jun 16, 2015 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Coor Service Management Holding AB Analyses
Spline ILLIQ
Asymmetric ILLIQ
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