DHM Investment and Trading JSC 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
1,817.26
decreased by 561.40
1 Week
3,096.02
increased by 717.36
1 Month
10,777.75
increased by 8,399.09
Analysis last updated: Wednesday, June 17, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.5009 | 0.07 | |
| 0.7491 | 20.95 | |
| -0.5000 | -0.04 | |
| 0.0001 | 0.09 | |
| 0.2180 | 0.10 | |
| 0.7820 | 1.10 |
Estimation Period:
Jul 27, 2012 to Jun 12, 2026
Jul 27, 2012 to Jun 12, 2026
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