V-Lab: News Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

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V-Lab

News Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:175.23 (-7.13)

Analysis last updated: Friday, April 26, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6730	6.26
$α$	0.0218	7.81
$β$	0.9505	512.39
$γ$	0.0455	8.09

Estimation Period:
Jun 19, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts