V-Lab: JCDecaux SE ILLIQ-MFMEM Liquidity Analysis

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V-Lab

JCDecaux SE ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:7429.27 (336.67)

Analysis last updated: Saturday, May 4, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0738	0.68
$β$	0.8518	25.67
$γ$	-0.0738	-0.29
$λ_{1}$	10.0000	1.22
$λ_{2}$	0.1410	1.20
$λ_{3}$	0.8561	2.56

Estimation Period:
Jun 21, 2001 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts