V-Lab: HCI Group Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

HCI Group Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 7th, 2024:850.92 (-112.30)

Analysis last updated: Monday, May 6, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1259	0.69
$β$	0.6891	10.05
$γ$	-0.1259	-0.29
$λ_{1}$	10.0000	0.50
$λ_{2}$	0.2695	3.11
$λ_{3}$	0.7305	1.87

Estimation Period:
Sep 15, 2008 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts