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

V-Lab

Development Invt Constr ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 22nd, 2025:1,172.64 (-86.35)

Analysis last updated: Thursday, May 22, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.1107	1.48
$β$	0.9220	275.79
$γ$	-0.1107	-1.19
$λ_{1}$	0.0000	1.69
$λ_{2}$	0.0000	3.25
$λ_{3}$	0.9028	86.65

Estimation Period:
Aug 10, 2011 to May 16, 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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