V-Lab: Sportamore AB ILLIQ-MFMEM Liquidity Analysis

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Sportamore AB ILLIQ-MFMEM Liquidity Analysis

This asset is not actively trading

Analysis last updated: Sunday, March 21, 2021 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1531	8.59
$β$	0.8415	130.45
$γ$	-0.1531	-4.29
$λ_{1}$	10.0000	8.10
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9973	725.30

Estimation Period:
Oct 25, 2012 to May 8, 2020

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sportamore AB Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ