V-Lab: News Corp Spline ILLIQ Liquidity Analysis

V-Lab

News Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:92.00 (-0.87)

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
$ω$	1.2871	13.08
$α$	0.0558	7.25
$β$	0.9305	94.09
$γ_{1}$	-0.0297	-6.91

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts