V-Lab: Ibn Sina Pharmaceutical ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Ibn Sina Pharmaceutical ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Sunday, May 19th, 2024:9193.96 (-866.23)

Analysis last updated: Friday, May 17, 2024 at 08:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.5860	0.97
$β$	0.6342	123.22
$γ$	-0.5000	-0.41
$λ_{1}$	10.0000	1.85
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9894	179.78

Estimation Period:
Jan 26, 2009 to May 16, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Ibn Sina Pharmaceutical Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ