V-Lab: News Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

News Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:105.41 (3.80)

Analysis last updated: Friday, August 22, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9931	4.94
$α$	0.0217	8.92
$β$	0.9524	580.72
$γ$	0.0459	9.16

Estimation Period:
Jun 19, 2013 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts