V-Lab: RTX Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

RTX Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 21st, 2025:18.77 (-1.04)

Analysis last updated: Thursday, April 17, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0596	1.42
$β$	0.8891	37.33
$γ$	-0.0596	-0.55
$λ_{1}$	0.0393	4.58
$λ_{2}$	0.0706	2.02
$λ_{3}$	0.9271	10.82

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts