V-Lab: Automatic Data Processing Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Automatic Data Processing Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:20.23 (0.88)

Analysis last updated: Wednesday, May 1, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0619	1.58
$β$	0.8789	23.91
$γ$	-0.0619	-0.55
$λ_{1}$	0.0098	1.95
$λ_{2}$	0.0282	5.86
$λ_{3}$	0.9711	48.53

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts