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

V-Lab

Centuria Capital Group ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:5,089.05 (-362.94)

Analysis last updated: Sunday, August 3, 2025 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0980	0.02
$β$	0.7084	21.98
$γ$	-0.0980	-0.01
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.1011	0.02
$λ_{3}$	0.8989	1.97

Estimation Period:
Mar 27, 2002 to Aug 1, 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