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

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Procter & Gamble Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:6.52 (0.16)

Analysis last updated: Saturday, December 6, 2025 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0544	1.27
$β$	0.8795	23.42
$γ$	-0.0544	-0.45
$λ_{1}$	0.0130	4.44
$λ_{2}$	0.0519	2.24
$λ_{3}$	0.9464	14.29

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts