V-Lab: Paz Retail And Energy Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Paz Retail And Energy Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Sunday, April 27th, 2025:4485.28 (-179.17)

Analysis last updated: Saturday, April 26, 2025 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0636	1.35
$β$	0.9043	230.69
$γ$	-0.0636	-0.62
$λ_{1}$	10.0000	6.34
$λ_{2}$	0.1149	4.11
$λ_{3}$	0.8780	7.22

Estimation Period:
Dec 11, 2006 to Apr 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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