V-Lab: Home Depot Inc/The ILLIQ-MFMEM Liquidity Analysis

V-Lab

Home Depot Inc/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:8.66 (-0.48)

Analysis last updated: Saturday, May 31, 2025 at 03:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0533	30.32
$β$	0.9366	705.77
$γ$	-0.0533	-8.80
$λ_{1}$	0.0015	48.73
$λ_{2}$	0.0000	0.04
$λ_{3}$	0.9993	3,331.07

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts