Nam Song Hau Trading ILLIQ-MFMEM Liquidity Analysis
Liquidity Prediction for Wednesday, March 12th, 2025:54.93 (-18.11)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1758 | 1.02 | |
| 0.7258 | 13.89 | |
| 0.1934 | 0.80 | |
| 8.3854 | 1.30 | |
| 0.7063 | 0.99 | |
| 0.2937 | 0.24 |
Estimation Period:
Jun 24, 2020 to Mar 7, 2025
Jun 24, 2020 to Mar 7, 2025
News Impact Curve
Liquidity Forecasts
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