V-Lab: General Electric Co. ILLIQ-MFMEM Liquidity Analysis

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V-Lab

General Electric Co. ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, November 12th, 2024:15.64 (-0.91)

Analysis last updated: Monday, November 11, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0543	1.14
$β$	0.8966	42.96
$γ$	0.0139	0.15
$λ_{1}$	0.1261	3.93
$λ_{2}$	0.1312	1.40
$λ_{3}$	0.8653	3.98

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts