V-Lab: Walt Disney Co/The Asymmetric ILLIQ Liquidity Analysis

V-Lab

Walt Disney Co/The Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:11.85 (-0.40)

Analysis last updated: Saturday, May 31, 2025 at 03:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0249	4.42
$α$	0.0203	19.54
$β$	0.9549	1,192.16
$γ$	0.0488	26.60

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts