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

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Excelsior Capital Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, December 18th, 2025:48,963,400.00 (-4,478,380.00)

Analysis last updated: Thursday, December 18, 2025 at 08:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1682	1.13
$β$	0.9159	89.71
$γ$	-0.1682	-0.59
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.0001	0.77
$λ_{3}$	0.9999	86.42

Estimation Period:
Jan 3, 1996 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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