V-Lab: Abbott Laboratories ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Abbott Laboratories ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, November 12th, 2024:15.06 (-0.66)

Analysis last updated: Monday, November 11, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0543	1.34
$β$	0.9021	21.18
$γ$	-0.0543	-0.44
$λ_{1}$	0.0136	4.15
$λ_{2}$	0.0296	2.13
$λ_{3}$	0.9695	28.20

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts