V-Lab: Riskmonster.Com ILLIQ-MFMEM Liquidity Analysis

V-Lab

Riskmonster.Com ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:9,622.81 (-2,130.15)

Analysis last updated: Tuesday, July 8, 2025 at 02:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1894	0.04
$β$	0.7624	6.22
$γ$	-0.1894	-0.02
$λ_{1}$	2.9646	0.05
$λ_{2}$	0.1079	0.05
$λ_{3}$	0.8921	1.43

Estimation Period:
Mar 28, 2005 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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