V-Lab: News Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

News Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:121.67 (2.89)

Analysis last updated: Saturday, December 6, 2025 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0563	3.22
$β$	0.9378	200.13
$γ$	-0.0080	-0.30
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9997	442.14

Estimation Period:
Jun 19, 2013 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts