V-Lab: News Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

News Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:119.81 (-1.61)

Analysis last updated: Wednesday, June 18, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1002	5.00
$α$	0.0219	8.72
$β$	0.9520	571.77
$γ$	0.0457	8.83

Estimation Period:
Jun 19, 2013 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts