Datagroup Se ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, May 25th, 2026
1 Day
1,214,659.00
decreased by 50,796.00
1 Week
1,329,333.40
increased by 63,878.40
1 Month
1,146,926.57
decreased by 118,528.43
Analysis last updated: Saturday, May 23, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0686 | 0.40 | |
| 0.9476 | 163.30 | |
| -0.0325 | -0.10 | |
| 0.2703 | 0.38 | |
| 0.0000 | 0.22 | |
| 0.0000 | 0.40 |
Estimation Period:
Sep 14, 2006 to May 22, 2026
Sep 14, 2006 to May 22, 2026
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