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 Wednesday, May 27th, 2026
1 Day
1,203,819.00
decreased by 63,501.00
1 Week
1,254,243.40
decreased by 13,076.60
1 Month
1,155,368.40
decreased by 111,951.60
Analysis last updated: Wednesday, May 27, 2026 at 08:43 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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