V-Lab: General Motors Co ILLIQ-MFMEM Liquidity Analysis

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V-Lab

General Motors Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 8th, 2024:16.14 (-0.17)

Analysis last updated: Tuesday, May 7, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0657	6.01
$β$	0.9243	422.83
$γ$	0.0018	0.08
$λ_{1}$	10.0000	2.76
$λ_{2}$	0.7162	2.76
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 18, 2010 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts