V-Lab: Sportsfield Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Sportsfield Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 7th, 2025:5,198.38 (-565.27)

Analysis last updated: Sunday, May 4, 2025 at 06:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.2130	11.67
$β$	0.8285	113.01
$γ$	-0.0830	-2.18
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.2350	7.70
$λ_{3}$	0.0000	5.00

Estimation Period:
Dec 26, 2019 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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