V-Lab: Accuracy Shipping ILLIQ-MFMEM Liquidity Analysis

V-Lab

Accuracy Shipping ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:9,658.52 (4,182.17)

Analysis last updated: Monday, August 4, 2025 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.3454	3.56
$β$	0.6857	113.61
$γ$	-0.3454	-2.40
$λ_{1}$	8.4300	12.02
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9889	319.74

Estimation Period:
Sep 7, 2018 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Accuracy Shipping Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ