V-Lab: News Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

News Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 7th, 2025:120.56 (2.12)

Analysis last updated: Monday, October 6, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9233	4.70
$α$	0.0215	8.93
$β$	0.9530	593.77
$γ$	0.0455	9.16

Estimation Period:
Jun 19, 2013 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts