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

V-Lab

McDonald's Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:8.62 (0.01)

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
$ω$	1.0371	10.43
$α$	0.0447	12.30
$β$	0.9545	269.11
$γ_{1}$	-0.0016	-1.09

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts