V-Lab: Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:1.41 (-0.06)

Analysis last updated: Wednesday, May 8, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0553	2.56
$β$	0.8943	344.22
$γ$	-0.0553	-0.99
$λ_{1}$	0.0065	3.29
$λ_{2}$	0.2283	17.54
$λ_{3}$	0.7671	6.25

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts