V-Lab: News Corp Spline ILLIQ Liquidity Analysis

V-Lab

News Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:94.88 (-3.51)

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
$ω$	1.2773	12.90
$α$	0.0558	7.19
$β$	0.9309	94.11
$γ_{1}$	-0.0301	-6.60

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts