V-Lab: Independent Bank Corp/MI ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Independent Bank Corp/MI ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 15th, 2024:4075.75 (-276.02)

Analysis last updated: Tuesday, May 14, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1178	5.67
$β$	0.8675	178.46
$γ$	-0.1178	-2.84
$λ_{1}$	3.2016	10.37
$λ_{2}$	0.0179	8.89
$λ_{3}$	0.9806	682.40

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts