V-Lab: HMS Networks AB ILLIQ-MFMEM Liquidity Analysis

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V-Lab

HMS Networks AB ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 1st, 2024:1241.09 (18.95)

Analysis last updated: Wednesday, May 1, 2024 at 08:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1833	0.10
$β$	0.6751	8.26
$γ$	-0.1833	-0.05
$λ_{1}$	0.4824	0.59
$λ_{2}$	0.0665	0.13
$λ_{3}$	0.9335	5.86

Estimation Period:
Oct 19, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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