V-Lab: Walt Disney Co/The ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Walt Disney Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:9.12 (-0.54)

Analysis last updated: Wednesday, May 8, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0550	13.57
$β$	0.9381	795.03
$γ$	-0.0550	-6.98
$λ_{1}$	0.0004	9.54
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9994	1469.73

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts