V-Lab: Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

Microsoft Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:0.65 (-0.03)

Analysis last updated: Wednesday, July 30, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0550	2.54
$β$	0.8947	344.39
$γ$	-0.0550	-0.99
$λ_{1}$	0.0032	2.17
$λ_{2}$	0.2339	17.96
$λ_{3}$	0.7620	6.04

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts