V-Lab: ICADE ILLIQ-MFMEM Liquidity Analysis

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V-Lab

ICADE ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:3786.14 (-476.06)

Analysis last updated: Saturday, May 18, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1136	0.13
$β$	0.7480	14.65
$γ$	-0.1136	-0.06
$λ_{1}$	10.0000	0.15
$λ_{2}$	0.2524	0.16
$λ_{3}$	0.7476	2.00

Estimation Period:
Jul 5, 1991 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts