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

V-Lab

Development Invt Constr ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:1,762.60 (-148.92)

Analysis last updated: Friday, May 9, 2025 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.1107	1.50
$β$	0.9221	276.08
$γ$	-0.1107	-1.25
$λ_{1}$	0.0000	1.64
$λ_{2}$	0.0000	1.67
$λ_{3}$	0.8942	90.40

Estimation Period:
Aug 10, 2011 to Apr 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Development Invt Constr Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ