V-Lab: News Corp Spline ILLIQ Liquidity Analysis

V-Lab

News Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:90.95 (1.08)

Analysis last updated: Thursday, July 3, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2844	13.00
$α$	0.0560	7.26
$β$	0.9303	93.95
$γ_{1}$	-0.0299	-6.76

Estimation Period:
Jun 19, 2013 to Jul 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts