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

V-Lab

Home Depot Inc/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 21st, 2025:11.00 (0.66)

Analysis last updated: Thursday, April 17, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0535	29.55
$β$	0.9364	699.31
$γ$	-0.0535	-8.64
$λ_{1}$	0.0015	45.45
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9993	3,122.87

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts