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

V-Lab

Development Invt Constr ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, September 12th, 2025:241.65 (-9.00)

Analysis last updated: Saturday, September 13, 2025 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1213	1.61
$β$	0.9176	231.13
$γ$	-0.1172	-1.32
$λ_{1}$	0.0000	1.95
$λ_{2}$	0.0000	0.07
$λ_{3}$	0.9584	149.64

Estimation Period:
Aug 10, 2011 to Sep 5, 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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