V-Lab: News Corp Spline ILLIQ Liquidity Analysis

V-Lab

News Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:114.03 (-2.89)

Analysis last updated: Friday, May 16, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2749	12.91
$α$	0.0551	7.15
$β$	0.9320	95.13
$γ_{1}$	-0.0297	-6.48

Estimation Period:
Jun 19, 2013 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts