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

V-Lab

Excelsior Capital Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:25,988,730.00 (-1,390,790.00)

Analysis last updated: Tuesday, September 2, 2025 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.3034	0.32
$β$	0.8126	108.65
$γ$	-0.3034	-0.16
$λ_{1}$	10.0000	0.40
$λ_{2}$	0.0149	0.35
$λ_{3}$	0.9851	281.70

Estimation Period:
Jan 3, 1996 to Aug 22, 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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