V-Lab: Home Depot Inc/The ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Home Depot Inc/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 8th, 2024:8.00 (-0.17)

Analysis last updated: Tuesday, May 7, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0541	29.49
$β$	0.9354	686.77
$γ$	-0.0541	-8.82
$λ_{1}$	0.0015	46.41
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9993	3182.53

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts