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

V-Lab

Home Depot Inc/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:9.69 (-0.25)

Analysis last updated: Thursday, May 8, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0534	29.76
$β$	0.9365	702.02
$γ$	-0.0534	-8.68
$λ_{1}$	0.0015	46.56
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9993	3,172.44

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts