V-Lab: Daetwyler Holding AG ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Daetwyler Holding AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:7814.84 (-454.10)

Analysis last updated: Saturday, May 4, 2024 at 06:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0755	9.22
$β$	0.9283	545.75
$γ$	-0.0443	-3.13
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.04
$λ_{3}$	0.9993	3342.08

Estimation Period:
Apr 19, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Daetwyler Holding AG Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ