V-Lab: Centuria Capital Group ILLIQ-MFMEM Liquidity Analysis

V-Lab

Centuria Capital Group ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:4,930.22 (-166.32)

Analysis last updated: Saturday, August 23, 2025 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0979	0.02
$β$	0.7081	21.94
$γ$	-0.0979	-0.01
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.1011	0.02
$λ_{3}$	0.8989	1.96

Estimation Period:
Mar 27, 2002 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Centuria Capital Group Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ