V-Lab: News Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

News Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:108.25 (-3.93)

Analysis last updated: Saturday, May 31, 2025 at 02:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0569	3.27
$β$	0.9368	209.43
$γ$	-0.0071	-0.26
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9997	435.03

Estimation Period:
Jun 19, 2013 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts