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

V-Lab

Societe BIC SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:5,630.30 (-493.35)

Analysis last updated: Saturday, August 30, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1093	1.64
$β$	0.7954	33.48
$γ$	0.1831	2.05
$λ_{1}$	10.0000	0.28
$λ_{2}$	0.1030	2.90
$λ_{3}$	0.8970	9.23

Estimation Period:
Jun 28, 1991 to Aug 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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