V-Lab: Hensoldt Ag ILLIQ-MFMEM Liquidity Analysis

V-Lab

Hensoldt Ag ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:3,485.90 (-142.99)

Analysis last updated: Sunday, June 29, 2025 at 01:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0961	5.84
$β$	0.9093	308.14
$γ$	-0.0115	-0.74
$λ_{1}$	0.0000	5.00
$λ_{2}$	0.0001	3.96
$λ_{3}$	0.3410	34.27

Estimation Period:
Nov 20, 2020 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts