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

V-Lab

Excelsior Capital Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:2,543,622,000,000,000.00 (2,543,621,726,724,000.00)

Analysis last updated: Friday, May 30, 2025 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7562	7,561,600.00
$β$	0.4938	4,938,400.00
$γ$	-0.5000	-5,000,000.00
$λ_{1}$	0.0289	288,970.00
$λ_{2}$	0.1831	1,830,990.00
$λ_{3}$	0.8169	8,169,010.00

Estimation Period:
Jan 3, 1996 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Excelsior Capital Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ