V-Lab: 3M Co ILLIQ-MFMEM Liquidity Analysis

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V-Lab

3M Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 13th, 2024:25.56 (0.77)

Analysis last updated: Friday, May 10, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0501	1.63
$β$	0.8937	88.35
$γ$	-0.0501	-0.65
$λ_{1}$	0.0850	4.41
$λ_{2}$	0.1257	6.74
$λ_{3}$	0.8709	8.41

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts