V-Lab: Microsoft Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

Microsoft Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:0.84 (-0.02)

Analysis last updated: Friday, August 22, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0052	7.28
$α$	0.0268	25.92
$β$	0.9524	1,146.05
$γ$	0.0416	23.94

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts