V-Lab: Trencor Ltd ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Trencor Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:1701141.00 (-417869.00)

Analysis last updated: Wednesday, May 1, 2024 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.2915	0.01
$β$	0.6408	2.79
$γ$	-0.2915	-0.01
$λ_{1}$	10.0000	0.01
$λ_{2}$	0.0226	0.01
$λ_{3}$	0.9774	8.00

Estimation Period:
Jan 9, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts