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

V-Lab

Procter & Gamble Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:7.36 (0.06)

Analysis last updated: Friday, September 12, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0548	1.27
$β$	0.8791	23.53
$γ$	-0.0548	-0.46
$λ_{1}$	0.0135	4.57
$λ_{2}$	0.0522	2.25
$λ_{3}$	0.9462	14.26

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts