V-Lab: Atlas Menkul Kiymetler Yatir ILLIQ-MFMEM Liquidity Analysis

V-Lab

Atlas Menkul Kiymetler Yatir ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:3,608.81 (-1,139.59)

Analysis last updated: Saturday, June 21, 2025 at 01:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.2556	0.12
$β$	0.6750	10.05
$γ$	-0.2556	-0.06
$λ_{1}$	10.0000	2.59
$λ_{2}$	0.3051	0.36
$λ_{3}$	0.6949	0.42

Estimation Period:
Mar 28, 1995 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Atlas Menkul Kiymetler Yatir Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ