V-Lab: Avon Products Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Avon Products Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, January 6th, 2020:609.02 (-40.56)

Analysis last updated: Wednesday, June 7, 2023 at 02:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0683	1.30
$β$	0.8783	43.10
$γ$	0.1042	1.56
$λ_{1}$	10.0000	2.38
$λ_{2}$	0.0769	2.95
$λ_{3}$	0.9231	10.54

Estimation Period:
Jan 2, 1990 to Jan 3, 2020

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts