V-Lab: Air Products & Chemicals Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Air Products & Chemicals Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 21st, 2024:29.91 (-0.03)

Analysis last updated: Monday, May 20, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0657	2.32
$β$	0.8996	39.09
$γ$	-0.0657	-0.74
$λ_{1}$	0.0099	6.44
$λ_{2}$	0.0220	3.38
$λ_{3}$	0.9773	65.94

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts