V-Lab: General Motors Co ILLIQ-MFMEM Liquidity Analysis

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V-Lab

General Motors Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, November 12th, 2024:33.98 (1.83)

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
$m$	106
$α$	0.0665	5.74
$β$	0.9226	388.96
$γ$	0.0018	0.07
$λ_{1}$	10.0000	1.16
$λ_{2}$	0.6260	1.15
$λ_{3}$	0.0962	0.10

Estimation Period:
Nov 18, 2010 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts