V-Lab: Societe BIC SA ILLIQ-MFMEM Liquidity Analysis

V-Lab

Societe BIC SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:7,021.28 (1,673.40)

Analysis last updated: Sunday, June 29, 2025 at 03:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1101	1.64
$β$	0.7936	33.28
$γ$	0.1851	2.05
$λ_{1}$	10.0000	0.27
$λ_{2}$	0.1040	2.90
$λ_{3}$	0.8960	9.13

Estimation Period:
Jun 28, 1991 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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