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

V-Lab

Procter & Gamble Co/The Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:6.96 (0.06)

Analysis last updated: Friday, September 12, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0187	10.17
$α$	0.0376	12.05
$β$	0.9613	309.31
$γ_{1}$	-0.0007	-0.62

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts