V-Lab: Iren SpA ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Iren SpA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 7th, 2024:2242.38 (-274.79)

Analysis last updated: Wednesday, May 8, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.1241	22.24
$β$	0.8645	412.83
$γ$	-0.0640	-6.09
$λ_{1}$	0.8199	31.48
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	2467.02

Estimation Period:
Nov 30, 2000 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts