V-Lab: Microsoft Corp Spline ILLIQ Liquidity Analysis

V-Lab

Microsoft Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:1.65 (-0.08)

Analysis last updated: Monday, May 5, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9860	7.90
$α$	0.0528	14.38
$β$	0.9449	249.65
$γ_{1}$	-0.0016	-2.17

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts