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

V-Lab

Centuria Capital Group ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:5,774.32 (-59.20)

Analysis last updated: Saturday, July 5, 2025 at 08:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0983	0.02
$β$	0.7081	22.06
$γ$	-0.0983	-0.01
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.1009	0.02
$λ_{3}$	0.8991	1.97

Estimation Period:
Mar 27, 2002 to Jul 4, 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