V-Lab: Ford Motor Co ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Ford Motor Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 8th, 2024:21.97 (0.30)

Analysis last updated: Tuesday, May 7, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0738	22.79
$β$	0.9196	697.76
$γ$	-0.0718	-10.52
$λ_{1}$	0.0031	218.86
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9992	3132.41

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts