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

V-Lab

Procter & Gamble Co/The Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:8.20 (-0.14)

Analysis last updated: Friday, May 16, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0189	10.13
$α$	0.0379	12.07
$β$	0.9610	307.14
$γ_{1}$	-0.0006	-0.53

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts