V-Lab: News Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

News Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 7th, 2025:154.22 (-6.22)

Analysis last updated: Tuesday, May 6, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2893	5.56
$α$	0.0214	8.28
$β$	0.9524	563.57
$γ$	0.0445	8.40

Estimation Period:
Jun 19, 2013 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts