V-Lab: Campbell Soup Co ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Campbell Soup Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:95.99 (8.84)

Analysis last updated: Thursday, May 16, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0625	1.85
$β$	0.8657	157.51
$γ$	-0.0033	-0.05
$λ_{1}$	1.0497	2.59
$λ_{2}$	0.2790	9.24
$λ_{3}$	0.7150	5.30

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts