V-Lab: Microsoft Corp Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Microsoft Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:1.22 (0.02)

Analysis last updated: Friday, April 26, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9858	7.84
$α$	0.0536	14.28
$β$	0.9441	244.15
$γ_{1}$	-0.0018	-2.16

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts