V-Lab: Excelsior Capital Ltd ILLIQ-MFMEM Liquidity Analysis

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Excelsior Capital Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:1,473,591,000.00 (-129,662,000.00)

Analysis last updated: Saturday, October 11, 2025 at 08:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1628	1.10
$β$	0.9186	90.69
$γ$	-0.1628	-0.58
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.0001	4.97
$λ_{3}$	0.9999	142.86

Estimation Period:
Jan 3, 1996 to Oct 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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