V-Lab: Microsoft Corp Spline ILLIQ Liquidity Analysis

V-Lab

Microsoft Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:0.69 (-0.03)

Analysis last updated: Tuesday, July 29, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9789	7.72
$α$	0.0536	14.58
$β$	0.9441	249.11
$γ_{1}$	-0.0019	-2.49

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts