V-Lab: Pyramisa Hotels ILLIQ-MFMEM Liquidity Analysis

V-Lab

Pyramisa Hotels ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:15989.84 (-1375.48)

Analysis last updated: Thursday, April 17, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1217	3.06
$β$	0.8927	117.21
$γ$	-0.0300	-0.46
$λ_{1}$	10.0000	0.03
$λ_{2}$	0.0085	2.35
$λ_{3}$	0.9915	162.45

Estimation Period:
Sep 3, 2002 to Apr 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pyramisa Hotels Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ