V-Lab: News Corp Spline ILLIQ Liquidity Analysis

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News Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:128.67 (11.31)

Analysis last updated: Friday, October 10, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3142	13.38
$α$	0.0565	7.29
$β$	0.9291	92.60
$γ_{1}$	-0.0281	-7.22

Estimation Period:
Jun 19, 2013 to Oct 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts