V-Lab: News Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

News Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:101.75 (-1.06)

Analysis last updated: Tuesday, July 29, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0572	3.23
$β$	0.9368	194.40
$γ$	-0.0076	-0.28
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9997	434.27

Estimation Period:
Jun 19, 2013 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts