V-Lab: Altria Group Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Altria Group Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:16.11 (0.50)

Analysis last updated: Wednesday, May 8, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0531	1.08
$β$	0.8740	12.85
$γ$	0.1037	11.88
$λ_{1}$	0.0912	1.76
$λ_{2}$	0.0333	2.57
$λ_{3}$	0.9657	22.19

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts