V-Lab: Covivio ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Covivio ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:1,650.81 (122.52)

Analysis last updated: Saturday, November 15, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1096	0.63
$β$	0.7203	10.85
$γ$	-0.1096	-0.29
$λ_{1}$	4.9698	0.95
$λ_{2}$	0.0822	0.88
$λ_{3}$	0.9149	19.50

Estimation Period:
Mar 8, 1995 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts