V-Lab: General Motors Co Spline ILLIQ Liquidity Analysis

V-Lab

General Motors Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:23.29 (-1.44)

Analysis last updated: Monday, May 5, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1378	7.21
$α$	0.0730	9.76
$β$	0.9227	118.90
$γ_{1}$	-0.0153	-2.63

Estimation Period:
Nov 18, 2010 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts