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

V-Lab

Procter & Gamble Co/The Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:7.35 (-0.02)

Analysis last updated: Saturday, May 31, 2025 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0186	10.13
$α$	0.0379	12.06
$β$	0.9611	307.25
$γ_{1}$	-0.0007	-0.60

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts