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 30th, 2025:8.27 (-0.27)

Analysis last updated: Friday, June 27, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0246	4.33
$α$	0.0205	19.61
$β$	0.9546	1,187.28
$γ$	0.0491	26.67

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts