V-Lab: SBA Communications Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

SBA Communications Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:60.92 (3.63)

Analysis last updated: Friday, May 17, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.0741	7.94
$β$	0.9215	323.77
$γ$	-0.0172	-0.74
$λ_{1}$	0.0776	34.39
$λ_{2}$	0.0048	2.63
$λ_{3}$	0.9932	384.37

Estimation Period:
Jun 16, 1999 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts