V-Lab: International Business Machines Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

International Business Machines Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, April 30th, 2024:12.02 (-0.54)

Analysis last updated: Monday, April 29, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0548	20.38
$β$	0.9363	703.43
$γ$	-0.0548	-7.76
$λ_{1}$	0.0028	60.85
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9993	1940.37

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts