Bast JSC ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, June 17th, 2026
1 Day
5,134,541,000,000,000,000.00
decreased by 476,801,665,459,000,050,000,000.00
1 Week
95,362,386,908,200,000,000,000.00
decreased by 381,444,413,091,800,060,000,000.00
1 Month
22,705,330,216,238,093,000,000.00
decreased by 454,101,469,783,762,000,000,000.00
Analysis last updated: Wednesday, June 17, 2026 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 10.00 | |
| 0.9231 | 9,231,400.00 | |
| 0.0769 | 768,600.00 |
Estimation Period:
Apr 10, 2015 to Jun 12, 2026
Apr 10, 2015 to Jun 12, 2026
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