V-Lab: Ford Motor Co Asymmetric ILLIQ Liquidity Analysis

V-Lab

Ford Motor Co Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:16.86 (0.40)

Analysis last updated: Friday, August 22, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1031	6.19
$α$	0.0241	21.26
$β$	0.9420	1,101.71
$γ$	0.0651	34.89

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts