V-Lab: Froy Asa ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Froy Asa ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, August 17th, 2023:7629.46 (6683.55)

Analysis last updated: Friday, August 18, 2023 at 03:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.3667	4.36
$β$	0.6597	28.15
$γ$	-0.3667	-2.89
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9929	325.96

Estimation Period:
Mar 29, 2021 to Aug 11, 2023

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts