V-Lab: Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:0.72 (0.04)

Analysis last updated: Friday, September 12, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0548	2.53
$β$	0.8950	346.50
$γ$	-0.0548	-0.98
$λ_{1}$	0.0025	1.71
$λ_{2}$	0.2327	17.37
$λ_{3}$	0.7633	6.04

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts