V-Lab: Abbott Laboratories ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Abbott Laboratories ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:14.01 (-0.21)

Analysis last updated: Thursday, May 2, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0545	1.36
$β$	0.9031	21.56
$γ$	-0.0545	-0.44
$λ_{1}$	0.0132	4.65
$λ_{2}$	0.0292	2.04
$λ_{3}$	0.9699	28.35

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts