V-Lab: St Galler Kantonalbank AG ILLIQ-MFMEM Liquidity Analysis

V-Lab

St Galler Kantonalbank AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:5,034.94 (84.92)

Analysis last updated: Wednesday, July 30, 2025 at 01:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1030	0.19
$β$	0.7416	7.93
$γ$	-0.1030	-0.09
$λ_{1}$	10.0000	0.37
$λ_{2}$	0.1076	0.32
$λ_{3}$	0.8924	3.89

Estimation Period:
Mar 30, 2001 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other St Galler Kantonalbank AG Analyses
Spline ILLIQ
Asymmetric ILLIQ
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