V-Lab: Model N Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Model N Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, April 30th, 2024:508.12 (-40.55)

Analysis last updated: Monday, April 29, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1059	6.57
$β$	0.8809	245.39
$γ$	-0.1059	-6.60
$λ_{1}$	0.3179	70.18
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9984	582.51

Estimation Period:
Mar 20, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts