V-Lab: News Corp Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

News Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:147.03 (-8.00)

Analysis last updated: Friday, April 26, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1990	12.21
$α$	0.0555	6.96
$β$	0.9338	96.76
$γ_{1}$	-0.0343	-5.47

Estimation Period:
Jun 19, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts