V-Lab: News Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

News Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:106.95 (0.97)

Analysis last updated: Tuesday, July 29, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9985	4.87
$α$	0.0218	8.89
$β$	0.9523	579.63
$γ$	0.0460	9.12

Estimation Period:
Jun 19, 2013 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts