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

V-Lab

Walt Disney Co/The Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:9.84 (-0.26)

Analysis last updated: Wednesday, June 18, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0248	4.37
$α$	0.0204	19.55
$β$	0.9547	1,190.46
$γ$	0.0490	26.66

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts