V-Lab: Development Invt Constr ILLIQ-MFMEM Liquidity Analysis

V-Lab

Development Invt Constr ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:4215.99 (-363.83)

Analysis last updated: Wednesday, April 16, 2025 at 01:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.1128	1.47
$β$	0.9206	342.98
$γ$	-0.0667	-0.59
$λ_{1}$	0.0000	2.00
$λ_{2}$	0.0000	1.00
$λ_{3}$	0.1915	10.71

Estimation Period:
Aug 10, 2011 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Development Invt Constr Analyses
Spline ILLIQ
Asymmetric ILLIQ
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