V-Lab: Barclays Plc ILLIQ-MFMEM Liquidity Analysis

V-Lab

Barclays Plc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:27,672.27 (744.24)

Analysis last updated: Sunday, June 29, 2025 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0400	0.99
$β$	0.9771	489.54
$γ$	-0.0400	-0.35
$λ_{1}$	3.7226	1.14
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9932	618.04

Estimation Period:
Feb 26, 2001 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Barclays Plc Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ