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

Skip to main content

V-Lab

Excelsior Capital Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, October 31st, 2025:581,480,200.00 (-51,370,600.00)

Analysis last updated: Friday, October 31, 2025 at 07:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1630	1.10
$β$	0.9185	90.30
$γ$	-0.1630	-0.58
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.0001	3.59
$λ_{3}$	0.9999	135.37

Estimation Period:
Jan 3, 1996 to Oct 24, 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