V-Lab: Spectrum Electrical Industry ILLIQ-MFMEM Liquidity Analysis

V-Lab

Spectrum Electrical Industry ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:4,329.14 (493.16)

Analysis last updated: Thursday, May 8, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1221	6.91
$β$	0.8324	97.05
$γ$	0.0540	1.73
$λ_{1}$	10.0000	0.39
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9963	184.36

Estimation Period:
Jul 24, 2020 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Spectrum Electrical Industry Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ