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

V-Lab

Procter & Gamble Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:8.06 (-0.26)

Analysis last updated: Wednesday, June 18, 2025 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0554	1.26
$β$	0.8769	23.20
$γ$	-0.0554	-0.45
$λ_{1}$	0.0145	4.54
$λ_{2}$	0.0537	2.26
$λ_{3}$	0.9446	13.77

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts