V-Lab: 1st Source Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

1st Source Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:5577.10 (456.45)

Analysis last updated: Thursday, May 2, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0981	1.65
$β$	0.8496	40.72
$γ$	-0.0981	-0.71
$λ_{1}$	1.2839	1.20
$λ_{2}$	0.0349	11.57
$λ_{3}$	0.9642	48.48

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts