V-Lab: Blockchain Group/The ILLIQ-MFMEM Liquidity Analysis

V-Lab

Blockchain Group/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:3,980.15 (390.11)

Analysis last updated: Sunday, June 29, 2025 at 03:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1706	2.23
$β$	0.8459	62.61
$γ$	-0.1706	-1.26
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0228	1.99
$λ_{3}$	0.9749	298.76

Estimation Period:
Jul 4, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Blockchain Group/The Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ