V-Lab: Famous Brands Ltd ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Famous Brands Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 7th, 2024:7401.81 (-295.27)

Analysis last updated: Tuesday, May 7, 2024 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0915	0.12
$β$	0.8571	58.56
$γ$	-0.0915	-0.06
$λ_{1}$	1.2279	0.13
$λ_{2}$	0.0392	0.12
$λ_{3}$	0.9608	36.29

Estimation Period:
Nov 9, 1994 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Famous Brands Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ