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

V-Lab

Walt Disney Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:8.75 (-0.22)

Analysis last updated: Tuesday, July 29, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0554	14.44
$β$	0.9381	813.62
$γ$	-0.0554	-6.89
$λ_{1}$	0.0005	15.53
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9994	1,578.84

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts