V-Lab: News Corp Spline ILLIQ Liquidity Analysis

V-Lab

News Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:102.49 (-1.88)

Analysis last updated: Friday, September 12, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2988	13.27
$α$	0.0558	7.27
$β$	0.9301	93.86
$γ_{1}$	-0.0291	-7.18

Estimation Period:
Jun 19, 2013 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts