V-Lab: Lake Sunapee Bank Group ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Lake Sunapee Bank Group ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, January 17th, 2017:86880.07 (-7420.56)

Analysis last updated: Wednesday, June 7, 2023 at 06:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1343	1.58
$β$	0.7642	30.02
$γ$	0.1516	1.15
$λ_{1}$	0.1694	0.00
$λ_{2}$	0.0265	1.60
$λ_{3}$	0.9732	383.31

Estimation Period:
Jan 1, 1990 to Jan 13, 2017

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts