V-Lab: McDonald's Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

McDonald's Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:10.14 (0.14)

Analysis last updated: Wednesday, June 18, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0359	7.61
$α$	0.0277	23.24
$β$	0.9577	1,195.60
$γ$	0.0281	12.95

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts