V-Lab: Procter & Gamble Co/The Asymmetric ILLIQ Liquidity Analysis

V-Lab

Procter & Gamble Co/The Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:9.14 (0.19)

Analysis last updated: Monday, May 5, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0193	4.85
$α$	0.0210	21.85
$β$	0.9607	1,262.41
$γ$	0.0367	19.27

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts