V-Lab: GAIN Capital Holdings Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

GAIN Capital Holdings Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, July 31st, 2020:2394.50 (-186.66)

Analysis last updated: Sunday, March 21, 2021 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1292	5.74
$β$	0.8660	246.59
$γ$	-0.1292	-6.56
$λ_{1}$	4.3273	21.70
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9962	402.52

Estimation Period:
Dec 15, 2010 to Jul 30, 2020

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts