V-Lab: Ford Motor Co Asymmetric ILLIQ Liquidity Analysis

V-Lab

Ford Motor Co Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 7th, 2025:14.50 (-0.29)

Analysis last updated: Tuesday, May 6, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1004	5.51
$α$	0.0239	20.86
$β$	0.9422	1,100.65
$γ$	0.0652	33.93

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts