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

V-Lab

Walt Disney Co/The Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:10.15 (0.12)

Analysis last updated: Friday, August 22, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0248	4.40
$α$	0.0203	19.53
$β$	0.9548	1,194.97
$γ$	0.0491	26.77

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts