V-Lab: Covivio ILLIQ-MFMEM Liquidity Analysis

V-Lab

Covivio ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:1,627.77 (186.27)

Analysis last updated: Monday, August 4, 2025 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1101	0.63
$β$	0.7201	10.88
$γ$	-0.1101	-0.29
$λ_{1}$	4.9437	0.95
$λ_{2}$	0.0826	0.89
$λ_{3}$	0.9144	19.36

Estimation Period:
Mar 8, 1995 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts