V-Lab: McDonald's Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

McDonald's Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 8th, 2024:7.42 (0.07)

Analysis last updated: Tuesday, May 7, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0556	2.05
$β$	0.8927	34.64
$γ$	-0.0556	-0.67
$λ_{1}$	0.0050	3.66
$λ_{2}$	0.0182	6.21
$λ_{3}$	0.9810	114.89

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts