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

V-Lab

Procter & Gamble Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:6.24 (-0.20)

Analysis last updated: Tuesday, July 29, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0553	1.27
$β$	0.8779	23.45
$γ$	-0.0553	-0.46
$λ_{1}$	0.0133	4.37
$λ_{2}$	0.0529	2.26
$λ_{3}$	0.9455	14.09

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts