V-Lab: Air Products & Chemicals Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Air Products & Chemicals Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, April 30th, 2024:26.46 (-0.04)

Analysis last updated: Monday, April 29, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0658	2.32
$β$	0.8994	39.03
$γ$	-0.0658	-0.73
$λ_{1}$	0.0094	5.66
$λ_{2}$	0.0220	3.38
$λ_{3}$	0.9773	65.73

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts