V-Lab: Carlos Casado Sa ILLIQ-MFMEM Liquidity Analysis

V-Lab

Carlos Casado Sa ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:7,893.15 (-182.07)

Analysis last updated: Thursday, May 8, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.2060	0.49
$β$	0.8769	65.99
$γ$	-0.1657	-0.37
$λ_{1}$	0.0000	0.50
$λ_{2}$	0.0030	0.55
$λ_{3}$	0.7339	7.33

Estimation Period:
Jul 29, 1994 to Apr 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Carlos Casado Sa Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ