V-Lab: RTX Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

RTX Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, March 14th, 2025:15.67 (0.29)

Analysis last updated: Thursday, March 13, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0303	0.01
$β$	0.9694	88.26
$γ$	-0.0176	-0.00
$λ_{1}$	0.0080	0.01
$λ_{2}$	0.3079	0.01
$λ_{3}$	0.0001	0.01

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts