Excelsior Capital Ltd ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, April 27th, 2026
1 Day
101,634,200.00
decreased by 277,400.00
1 Week
102,055,500.00
increased by 143,900.00
1 Month
122,729,155.56
increased by 20,817,555.56
Analysis last updated: Saturday, April 25, 2026 at 06:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0052 | 0.00 | |
| 0.9974 | 12.82 | |
| -0.0052 | 0.00 | |
| 10.0000 | 0.00 | |
| 0.9988 | 0.00 | |
| 0.0012 | 0.00 |
Estimation Period:
Jan 3, 1996 to Apr 24, 2026
Jan 3, 1996 to Apr 24, 2026
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