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

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Excelsior Capital Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, November 28th, 2025:144,537,800.00 (-12,983,100.00)

Analysis last updated: Saturday, November 29, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1655	1.11
$β$	0.9172	89.33
$γ$	-0.1655	-0.59
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.0001	1.46
$λ_{3}$	0.9999	109.56

Estimation Period:
Jan 3, 1996 to Nov 21, 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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