V-Lab: Immobiliare Grande Distribuzione SIIQ SpA ILLIQ-MFMEM Liquidity Analysis

V-Lab

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V-Lab

Immobiliare Grande Distribuzione SIIQ SpA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:28670.85 (-1294.62)

Analysis last updated: Sunday, May 19, 2024 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1182	0.72
$β$	0.8544	78.60
$γ$	-0.1182	-0.38
$λ_{1}$	10.0000	0.87
$λ_{2}$	0.0419	0.71
$λ_{3}$	0.9572	156.84

Estimation Period:
Feb 10, 2005 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts