V-Lab: Intershop Holding AG ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Intershop Holding AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:6578.58 (-513.17)

Analysis last updated: Thursday, May 2, 2024 at 04:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1164	2.94
$β$	0.8698	219.15
$γ$	-0.1164	-1.32
$λ_{1}$	6.6725	10.11
$λ_{2}$	0.0163	6.44
$λ_{3}$	0.9824	234.19

Estimation Period:
Apr 23, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Intershop Holding AG Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ