V-Lab: News Corp Spline ILLIQ Liquidity Analysis

V-Lab

News Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:97.27 (-4.13)

Analysis last updated: Friday, June 27, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2888	13.04
$α$	0.0560	7.25
$β$	0.9302	93.63
$γ_{1}$	-0.0296	-6.72

Estimation Period:
Jun 19, 2013 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts