V-Lab: Exxon Mobil Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Exxon Mobil Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, November 12th, 2024:5.37 (-0.06)

Analysis last updated: Monday, November 11, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0472	1.15
$β$	0.8927	15.62
$γ$	-0.0472	-0.37
$λ_{1}$	0.0074	2.42
$λ_{2}$	0.0277	3.15
$λ_{3}$	0.9712	30.61

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts