V-Lab: Microsoft Corp Spline ILLIQ Liquidity Analysis

V-Lab

Microsoft Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 3rd, 2025:0.82 (-0.03)

Analysis last updated: Wednesday, July 2, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9808	7.76
$α$	0.0534	14.54
$β$	0.9442	248.94
$γ_{1}$	-0.0019	-2.42

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts