V-Lab: Sphera Franchise G ILLIQ-MFMEM Liquidity Analysis

V-Lab

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V-Lab

Sphera Franchise G ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:28257.67 (-8051.53)

Analysis last updated: Friday, May 17, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.3150	0.33
$β$	0.6809	91.87
$γ$	-0.3150	-0.17
$λ_{1}$	10.0000	0.01
$λ_{2}$	0.6665	0.43
$λ_{3}$	0.3335	0.72

Estimation Period:
Nov 8, 2017 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sphera Franchise G Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ