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 Friday, April 19th, 2024:7.62 (-0.16)

Analysis last updated: Thursday, April 18, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0375	10.37
$α$	0.0456	12.25
$β$	0.9536	262.78
$γ_{1}$	-0.0022	-1.30

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts