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

V-Lab

Home Depot Inc/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:8.50 (-0.27)

Analysis last updated: Wednesday, June 18, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0532	30.41
$β$	0.9366	706.89
$γ$	-0.0532	-8.82
$λ_{1}$	0.0015	48.50
$λ_{2}$	0.0000	0.04
$λ_{3}$	0.9993	3,353.43

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts