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

V-Lab

Walt Disney Co/The Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:15.20 (-0.38)

Analysis last updated: Monday, May 5, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0251	4.46
$α$	0.0203	19.58
$β$	0.9550	1,192.27
$γ$	0.0486	26.49

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts