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

V-Lab

Carlos Casado Sa ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, July 11th, 2025:11,503.09 (-1,466.99)

Analysis last updated: Friday, July 11, 2025 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1992	0.75
$β$	0.8811	88.47
$γ$	-0.1607	-0.66
$λ_{1}$	0.0000	1.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9828	103.57

Estimation Period:
Jul 29, 1994 to Jul 8, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Carlos Casado Sa Analyses
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Asymmetric ILLIQ
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