V-Lab: News Corp Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

News Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, March 14th, 2025:114.46 (6.97)

Analysis last updated: Thursday, March 13, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2133	12.53
$α$	0.0534	7.09
$β$	0.9359	101.56
$γ_{1}$	-0.0327	-6.39

Estimation Period:
Jun 19, 2013 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts