V-Lab
V-Lab
Procter & Gamble Co/The Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, June 2nd, 2025:7.19 (-0.12)
Analysis last updated: Saturday, May 31, 2025 at 03:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Procter & Gamble Co/The ILLIQ-AMEM
paramt-stat
ω0.01874.74
α0.020921.87
β0.96081,264.15
γ0.036619.26
Estimation Period:
Jan 2, 1990 to May 30, 2025
Impact of return on liquidity tomorrow
Liquidity Forecasts