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

V-Lab

McDonald's Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:9.04 (0.79)

Analysis last updated: Thursday, May 8, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0545	2.02
$β$	0.8938	34.73
$γ$	-0.0545	-0.66
$λ_{1}$	0.0056	3.16
$λ_{2}$	0.0179	6.04
$λ_{3}$	0.9813	117.38

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts