V-Lab: Oberbank AG ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Oberbank AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:1702.52 (-90.70)

Analysis last updated: Saturday, April 27, 2024 at 08:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0982	0.70
$β$	0.8254	96.68
$γ$	-0.0982	-0.34
$λ_{1}$	1.2183	0.71
$λ_{2}$	0.0101	0.78
$λ_{3}$	0.9895	302.98

Estimation Period:
Jul 31, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts