V-Lab: News Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

News Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:166.97 (-3.76)

Analysis last updated: Thursday, May 8, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0494	0.51
$β$	0.9250	16.45
$γ$	0.0411	0.41
$λ_{1}$	10.0000	2.56
$λ_{2}$	0.0649	0.67
$λ_{3}$	0.9288	4.21

Estimation Period:
Jun 19, 2013 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts