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

V-Lab

McDonald's Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:9.07 (0.17)

Analysis last updated: Tuesday, April 15, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0372	10.42
$α$	0.0448	12.31
$β$	0.9543	268.22
$γ_{1}$	-0.0017	-1.11

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts