V-Lab: Ford Motor Co Spline ILLIQ Liquidity Analysis

V-Lab

Ford Motor Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:14.72 (-0.29)

Analysis last updated: Monday, May 5, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0737	6.61
$α$	0.0729	16.96
$β$	0.9262	218.59
$γ_{1}$	-0.0018	-1.12

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts