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

V-Lab

McDonald's Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:8.48 (0.13)

Analysis last updated: Tuesday, July 29, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0342	7.41
$α$	0.0282	23.51
$β$	0.9575	1,195.43
$γ$	0.0274	12.57

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts