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 Thursday, May 2nd, 2024:5.43 (-0.25)

Analysis last updated: Wednesday, May 1, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0560	1.28
$β$	0.8773	23.81
$γ$	-0.0560	-0.46
$λ_{1}$	0.0121	3.52
$λ_{2}$	0.0539	2.26
$λ_{3}$	0.9445	13.86

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts