V-Lab: News Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

News Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:117.09 (2.19)

Analysis last updated: Wednesday, June 18, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0575	3.36
$β$	0.9360	197.39
$γ$	-0.0073	-0.27
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9997	442.35

Estimation Period:
Jun 19, 2013 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts