CDC Construction JSC ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, June 17th, 2026
1 Day
11,713.25
increased by 7,687.88
1 Week
5,191.39
increased by 1,166.02
1 Month
2,425.82
decreased by 1,599.55
Analysis last updated: Wednesday, June 17, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2044 | 0.10 | |
| 0.8978 | 65.38 | |
| -0.2044 | -0.05 | |
| 0.3025 | 0.11 | |
| 0.4315 | 0.13 | |
| 0.5685 | 0.69 |
Estimation Period:
Apr 21, 2025 to Jun 12, 2026
Apr 21, 2025 to Jun 12, 2026
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