V-Lab: Ford Motor Co Spline ILLIQ Liquidity Analysis

V-Lab

Ford Motor Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:19.17 (0.35)

Analysis last updated: Tuesday, April 15, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0739	6.61
$α$	0.0730	16.97
$β$	0.9261	218.21
$γ_{1}$	-0.0016	-1.03

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts