V-Lab: Baltic Classifieds Group PLC ILLIQ-MFMEM Liquidity Analysis

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Baltic Classifieds Group PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:4,530.03 (-373.75)

Analysis last updated: Sunday, November 16, 2025 at 04:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0930	1.92
$β$	0.8034	19.37
$γ$	-0.0930	-0.67
$λ_{1}$	10.0000	1.48
$λ_{2}$	0.0308	3.26
$λ_{3}$	0.9636	43.44

Estimation Period:
Jun 30, 2021 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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