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

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V-Lab

Procter & Gamble Co/The Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:5.26 (0.14)

Analysis last updated: Friday, April 26, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0169	10.04
$α$	0.0383	11.93
$β$	0.9607	301.06
$γ_{1}$	-0.0012	-0.91

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts