V-Lab: Microsoft Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

Microsoft Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:1.79 (0.25)

Analysis last updated: Wednesday, April 16, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0059	7.47
$α$	0.0265	25.15
$β$	0.9530	1,150.98
$γ$	0.0410	23.15

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts