V-Lab: Accuracy Shipping ILLIQ-MFMEM Liquidity Analysis

V-Lab

Accuracy Shipping ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, July 14th, 2025:4,645.40 (-245.66)

Analysis last updated: Sunday, July 13, 2025 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.3469	3.56
$β$	0.6841	112.68
$γ$	-0.3469	-2.39
$λ_{1}$	8.2642	11.98
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9890	319.44

Estimation Period:
Sep 7, 2018 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Accuracy Shipping Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ