V-Lab: Mondelez International Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Mondelez International Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 8th, 2024:16.79 (2.40)

Analysis last updated: Tuesday, May 7, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0715	13.06
$β$	0.9196	552.33
$γ$	-0.0715	-5.19
$λ_{1}$	0.0074	40.76
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9986	910.34

Estimation Period:
Jun 13, 2001 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts