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

V-Lab

McDonald's Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:8.59 (0.03)

Analysis last updated: Saturday, May 31, 2025 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0543	2.01
$β$	0.8941	34.63
$γ$	-0.0543	-0.66
$λ_{1}$	0.0056	3.12
$λ_{2}$	0.0179	6.04
$λ_{3}$	0.9813	116.69

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts