V-Lab: Jde Peet'S Nv ILLIQ-MFMEM Liquidity Analysis

V-Lab

Jde Peet'S Nv ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:14,384.91 (4,071.63)

Analysis last updated: Friday, August 1, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0631	0.92
$β$	0.9451	104.81
$γ$	-0.0631	-0.11
$λ_{1}$	2.2985	1.35
$λ_{2}$	0.2427	1.46
$λ_{3}$	0.5972	2.96

Estimation Period:
Oct 5, 2020 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Jde Peet'S Nv Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ