V-Lab: News Corp Spline ILLIQ Liquidity Analysis

V-Lab

News Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:150.14 (-4.94)

Analysis last updated: Tuesday, April 15, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2651	12.80
$α$	0.0547	7.08
$β$	0.9333	96.70
$γ_{1}$	-0.0293	-6.26

Estimation Period:
Jun 19, 2013 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts