V-Lab: Accuracy Shipping ILLIQ-MFMEM Liquidity Analysis

V-Lab

Accuracy Shipping ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:10,049.90 (748.13)

Analysis last updated: Sunday, September 14, 2025 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3269	1.25
$β$	0.7166	141.78
$γ$	-0.3269	-0.91
$λ_{1}$	10.0000	2.09
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9641	68.45

Estimation Period:
Sep 7, 2018 to Sep 12, 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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