V-Lab: RTX Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

RTX Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, March 19th, 2025:15.07 (-0.33)

Analysis last updated: Tuesday, March 18, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0596	1.46
$β$	0.8907	37.75
$γ$	-0.0596	-0.56
$λ_{1}$	0.0309	4.06
$λ_{2}$	0.0665	1.99
$λ_{3}$	0.9314	11.67

Estimation Period:
Jan 2, 1990 to Mar 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts