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

V-Lab

Procter & Gamble Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:7.33 (0.02)

Analysis last updated: Saturday, May 31, 2025 at 03:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0555	1.27
$β$	0.8771	23.30
$γ$	-0.0555	-0.46
$λ_{1}$	0.0140	4.43
$λ_{2}$	0.0531	2.27
$λ_{3}$	0.9452	14.02

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts