V-Lab: Microsoft Corp Spline ILLIQ Liquidity Analysis

V-Lab

Microsoft Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:1.25 (-0.06)

Analysis last updated: Friday, May 16, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9840	7.88
$α$	0.0527	14.37
$β$	0.9450	250.00
$γ_{1}$	-0.0017	-2.25

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts