V-Lab: RIB Software SE ILLIQ-MFMEM Liquidity Analysis

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V-Lab

RIB Software SE ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, December 15th, 2021:186607.30 (-350.70)

Analysis last updated: Wednesday, July 20, 2022 at 06:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.1038	4.80
$β$	0.8845	216.48
$γ$	-0.0530	-1.34
$λ_{1}$	10.0000	0.04
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9995	629.81

Estimation Period:
Nov 12, 2009 to Sep 24, 2021

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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