V-Lab: Microsoft Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

Microsoft Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:0.92 (-0.03)

Analysis last updated: Wednesday, June 18, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0055	7.23
$α$	0.0268	25.60
$β$	0.9524	1,144.73
$γ$	0.0416	23.59

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts