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

V-Lab

Walt Disney Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:9.51 (-0.43)

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
$m$	126
$α$	0.0554	14.38
$β$	0.9382	815.79
$γ$	-0.0554	-6.98
$λ_{1}$	0.0005	15.29
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9994	1,561.57

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts