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

V-Lab

Sunautas Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:143.30 (-5.47)

Analysis last updated: Thursday, May 8, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.1400	6.02
$β$	0.8797	331.44
$γ$	-0.0523	-1.18
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0004	1.06
$λ_{3}$	0.9986	1,764.36

Estimation Period:
Jan 4, 2000 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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