V-Lab: RTX Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

RTX Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:18.24 (0.43)

Analysis last updated: Friday, May 30, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0597	1.42
$β$	0.8887	37.34
$γ$	-0.0597	-0.55
$λ_{1}$	0.0404	4.55
$λ_{2}$	0.0716	2.02
$λ_{3}$	0.9261	10.66

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts