V-Lab: Covivio ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Covivio ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:1999.27 (-34.97)

Analysis last updated: Saturday, May 18, 2024 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1117	0.75
$β$	0.7185	9.70
$γ$	0.0597	0.22
$λ_{1}$	8.0546	1.20
$λ_{2}$	0.0844	1.17
$λ_{3}$	0.9128	18.28

Estimation Period:
Mar 8, 1995 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts