V-Lab: Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:1.42 (-0.02)

Analysis last updated: Thursday, May 8, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0539	2.53
$β$	0.8951	323.49
$γ$	-0.0539	-0.98
$λ_{1}$	0.0084	4.14
$λ_{2}$	0.2385	21.19
$λ_{3}$	0.7564	5.90

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts