V-Lab: International Business Machines Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

International Business Machines Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:13.66 (-0.56)

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
$α$	0.0538	21.96
$β$	0.9374	726.08
$γ$	-0.0538	-8.18
$λ_{1}$	0.0028	76.47
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9993	2,163.00

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts