V-Lab: News Corp Spline ILLIQ Liquidity Analysis

V-Lab

News Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:155.98 (-6.51)

Analysis last updated: Monday, May 5, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2689	12.82
$α$	0.0549	7.17
$β$	0.9330	97.11
$γ_{1}$	-0.0290	-6.26

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts