V-Lab: Ford Motor Co Asymmetric ILLIQ Liquidity Analysis

V-Lab

Ford Motor Co Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:12.27 (-0.37)

Analysis last updated: Saturday, May 31, 2025 at 03:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0945	5.37
$α$	0.0240	21.13
$β$	0.9420	1,100.50
$γ$	0.0653	34.34

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts