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

V-Lab

Procter & Gamble Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:7.09 (-0.17)

Analysis last updated: Thursday, May 8, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0555	1.26
$β$	0.8771	23.29
$γ$	-0.0555	-0.45
$λ_{1}$	0.0146	4.52
$λ_{2}$	0.0538	2.25
$λ_{3}$	0.9445	13.74

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts