V-Lab: Covivio ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Covivio ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:1,247.43 (-140.97)

Analysis last updated: Wednesday, December 10, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1097	0.63
$β$	0.7207	10.89
$γ$	-0.1097	-0.29
$λ_{1}$	4.9115	0.96
$λ_{2}$	0.0820	0.89
$λ_{3}$	0.9150	19.58

Estimation Period:
Mar 8, 1995 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts