V-Lab: News Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

News Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 21st, 2025:175.26 (-3.14)

Analysis last updated: Thursday, April 17, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0491	0.50
$β$	0.9252	16.31
$γ$	0.0413	0.42
$λ_{1}$	10.0000	2.38
$λ_{2}$	0.0660	0.66
$λ_{3}$	0.9277	4.09

Estimation Period:
Jun 19, 2013 to Apr 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts