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

V-Lab

International Business Machines Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:13.24 (-0.61)

Analysis last updated: Saturday, May 31, 2025 at 03:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0537	22.25
$β$	0.9376	729.07
$γ$	-0.0537	-8.25
$λ_{1}$	0.0027	80.12
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9993	2,205.97

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts