V-Lab: Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 1st, 2024:1.35 (0.10)

Analysis last updated: Tuesday, April 30, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0551	2.56
$β$	0.8944	342.55
$γ$	-0.0551	-0.99
$λ_{1}$	0.0056	2.91
$λ_{2}$	0.2285	17.61
$λ_{3}$	0.7670	6.24

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts