V-Lab: Derwent London PLC ILLIQ-MFMEM Liquidity Analysis

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Derwent London PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:2,809.68 (-206.36)

Analysis last updated: Thursday, December 11, 2025 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0701	0.76
$β$	0.6942	13.78
$γ$	-0.0701	-0.32
$λ_{1}$	10.0000	0.05
$λ_{2}$	0.6092	0.73
$λ_{3}$	0.3908	2.75

Estimation Period:
Jun 9, 1998 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts