V-Lab: Apple Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Apple Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:0.98 (-0.07)

Analysis last updated: Thursday, May 16, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0718	15.81
$β$	0.9262	511.45
$γ$	-0.0470	-4.17
$λ_{1}$	0.0002	102.00
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9988	2005.67

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts