V-Lab: Procter & Gamble Co/The ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Procter & Gamble Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 8th, 2024:5.17 (0.19)

Analysis last updated: Tuesday, May 7, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0560	1.27
$β$	0.8770	23.73
$γ$	-0.0560	-0.46
$λ_{1}$	0.0119	3.35
$λ_{2}$	0.0546	2.25
$λ_{3}$	0.9438	13.62

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts