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

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V-Lab

Home Depot Inc/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, November 12th, 2024:15.31 (-0.72)

Analysis last updated: Monday, November 11, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0537	24.13
$β$	0.9361	621.14
$γ$	-0.0537	-7.02
$λ_{1}$	0.0018	32.46
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9993	2271.13

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts