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

V-Lab

Procter & Gamble Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 21st, 2025:8.92 (0.67)

Analysis last updated: Thursday, April 17, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0554	1.26
$β$	0.8776	23.40
$γ$	-0.0554	-0.45
$λ_{1}$	0.0147	4.62
$λ_{2}$	0.0537	2.23
$λ_{3}$	0.9445	13.73

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts