V-Lab: RTX Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

RTX Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:19.30 (-0.28)

Analysis last updated: Thursday, May 8, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0596	1.41
$β$	0.8888	37.66
$γ$	-0.0596	-0.55
$λ_{1}$	0.0426	4.70
$λ_{2}$	0.0725	2.03
$λ_{3}$	0.9252	10.51

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts