V-Lab: Norbord Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Norbord Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, February 1st, 2021:2963.23 (-48.69)

Analysis last updated: Sunday, March 21, 2021 at 08:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1498	0.22
$β$	0.7727	14.64
$γ$	-0.1498	-0.11
$λ_{1}$	4.9500	0.40
$λ_{2}$	0.1316	0.32
$λ_{3}$	0.8684	4.67

Estimation Period:
Jul 6, 2004 to Jan 29, 2021

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts