V-Lab: Microsoft Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

Microsoft Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:0.67 (-0.02)

Analysis last updated: Wednesday, July 30, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0053	7.25
$α$	0.0269	25.88
$β$	0.9522	1,141.70
$γ$	0.0419	23.97

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts