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 Tuesday, November 12th, 2024:7.75 (0.15)

Analysis last updated: Monday, November 11, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0560	1.28
$β$	0.8774	23.75
$γ$	-0.0560	-0.46
$λ_{1}$	0.0136	4.20
$λ_{2}$	0.0536	2.26
$λ_{3}$	0.9447	13.92

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts