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

V-Lab

Walt Disney Co/The Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:10.40 (0.02)

Analysis last updated: Friday, September 12, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1769	7.72
$α$	0.0537	14.33
$β$	0.9452	250.25
$γ_{1}$	-0.0033	-2.30

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts