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V-Lab
Procter & Gamble Co/The Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, June 20th, 2025:8.98 (-0.09)
Analysis last updated: Wednesday, June 18, 2025 at 11:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Procter & Gamble Co/The ILLIQ-AMEM
paramt-stat
ω0.01894.78
α0.020921.85
β0.96081,267.59
γ0.036519.22
Estimation Period:
Jan 2, 1990 to Jun 18, 2025
Impact of return on liquidity tomorrow
Liquidity Forecasts