V-Lab: Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:0.97 (-0.01)

Analysis last updated: Wednesday, June 18, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0550	2.52
$β$	0.8935	348.20
$γ$	-0.0550	-0.98
$λ_{1}$	0.0051	3.05
$λ_{2}$	0.2333	18.86
$λ_{3}$	0.7622	6.04

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts