V-Lab: Microsoft Corp Spline ILLIQ Liquidity Analysis

V-Lab

Microsoft Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:0.69 (0.04)

Analysis last updated: Friday, September 12, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9780	7.72
$α$	0.0534	14.59
$β$	0.9443	250.22
$γ_{1}$	-0.0020	-2.56

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts