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

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V-Lab

Procter & Gamble Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, March 17th, 2025:6.82 (-0.20)

Analysis last updated: Friday, March 14, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

graph of Procter & Gamble Co/The ILLIQ-MFMEM

Liquidity Summary Table

Closing Price:	$167.97	Return:	-0.37%	1 Week Pred:	6.52
Average Week ILLIQ:	6.92	Average Month ILLIQ:	7.36	1 Month Pred:	5.88
Min ILLIQ:	4.87	Max ILLIQ:	1563.08	6 Month Pred:	5.32
Average ILLIQ:	118.52	Vol of ILLIQ:	179.04	1 Year Pred:	5.38

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0553	1.27
$β$	0.8783	23.58
$γ$	-0.0553	-0.46
$λ_{1}$	0.0134	4.26
$λ_{2}$	0.0528	2.25
$λ_{3}$	0.9456	14.11

Estimation Period:
Jan 2, 1990 to Mar 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts