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V-Lab
Procter & Gamble Co/The Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, April 16th, 2025:8.07 (-0.15)
Analysis last updated: Tuesday, April 15, 2025 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Procter & Gamble Co/The ILLIQ-AMEM
paramt-stat
ω0.01924.83
α0.020921.83
β0.96071,260.70
γ0.036819.31
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Impact of return on liquidity tomorrow
Liquidity Forecasts