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V-Lab
Procter & Gamble Co/The Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, August 25th, 2025:6.36 (-0.22)
Analysis last updated: Friday, August 22, 2025 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Procter & Gamble Co/The ILLIQ-AMEM
paramt-stat
ω0.01754.49
α0.021322.24
β0.96071,269.12
γ0.035918.83
Estimation Period:
Jan 2, 1990 to Aug 22, 2025
Impact of return on liquidity tomorrow
Liquidity Forecasts