V-Lab: Campbell Soup Co ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Campbell Soup Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:91.14 (-1.58)

Analysis last updated: Thursday, May 2, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0624	1.83
$β$	0.8660	159.71
$γ$	-0.0084	-0.11
$λ_{1}$	1.0429	2.58
$λ_{2}$	0.2833	8.80
$λ_{3}$	0.7105	5.19

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts