V-Lab: UIE PLC ILLIQ-MFMEM Liquidity Analysis

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V-Lab

UIE PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:7805.17 (-301.51)

Analysis last updated: Saturday, April 20, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0675	10.91
$β$	0.9305	415.01
$γ$	-0.0675	-4.05
$λ_{1}$	3.8396	50.00
$λ_{2}$	0.0000	0.04
$λ_{3}$	0.9985	2705.96

Estimation Period:
Oct 7, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts