V-Lab: Renaissancere Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Renaissancere Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, April 8th, 2025:1,539,104,000,000.00 (-153,907,160,896,000,000.00)

Analysis last updated: Tuesday, April 8, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7500	162.86
$β$	0.0000	100.00
$γ$	0.5000	43.83
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Nov 17, 2009 to Jan 31, 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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