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

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Carlos Casado Sa ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, October 21st, 2025:59,265.15 (-7,564.79)

Analysis last updated: Tuesday, October 21, 2025 at 07:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.2021	0.50
$β$	0.8803	56.05
$γ$	-0.1673	-0.43
$λ_{1}$	0.0000	1.00
$λ_{2}$	0.0636	0.68
$λ_{3}$	0.2024	0.48

Estimation Period:
Jul 29, 1994 to Oct 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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