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

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V-Lab

McDonald's Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:7.32 (0.10)

Analysis last updated: Friday, April 26, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0373	10.37
$α$	0.0455	12.24
$β$	0.9537	263.09
$γ_{1}$	-0.0022	-1.31

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts