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, June 17th, 2026
1 Day
204,753.90
increased by 7,427.20
1 Week
247,169.38
increased by 49,842.68
1 Month
1,007,045.87
increased by 809,719.17
Analysis last updated: Wednesday, June 17, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2673 | 0.42 | |
| 0.8410 | 138.47 | |
| -0.2168 | -0.18 | |
| 0.0000 | 0.50 | |
| 0.0146 | 0.48 | |
| 0.2045 | 0.71 |
Estimation Period:
Sep 14, 2006 to Jun 12, 2026
Sep 14, 2006 to Jun 12, 2026
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