V-Lab: Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 21st, 2025:1.55 (-0.01)

Analysis last updated: Thursday, April 17, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0537	2.53
$β$	0.8953	322.18
$γ$	-0.0537	-0.98
$λ_{1}$	0.0079	3.87
$λ_{2}$	0.2373	20.88
$λ_{3}$	0.7576	5.92

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts