V-Lab: Accuracy Shipping ILLIQ-MFMEM Liquidity Analysis

V-Lab

Accuracy Shipping ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, June 19th, 2025:11,606.18 (2,422.12)

Analysis last updated: Thursday, June 19, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.3496	3.56
$β$	0.6827	111.71
$γ$	-0.3496	-2.38
$λ_{1}$	8.2016	11.94
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9890	319.43

Estimation Period:
Sep 7, 2018 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Accuracy Shipping Analyses
Spline ILLIQ
Asymmetric ILLIQ
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