V-Lab: News Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

News Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, November 13th, 2024:143.95 (-4.95)

Analysis last updated: Tuesday, November 12, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5549	6.15
$α$	0.0213	7.85
$β$	0.9520	539.66
$γ$	0.0442	8.06

Estimation Period:
Jun 19, 2013 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts