V-Lab: Nexeo Solutions Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Nexeo Solutions Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, March 1st, 2019:3022.94 (-404.34)

Analysis last updated: Wednesday, June 7, 2023 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1662	5.57
$β$	0.8390	139.44
$γ$	-0.1662	-3.70
$λ_{1}$	10.0000	25.28
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9874	459.23

Estimation Period:
Aug 6, 2014 to Feb 28, 2019

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts