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

V-Lab

Excelsior Capital Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 27th, 2025:4,419,950,000.00 (322,885,000.00)

Analysis last updated: Friday, June 27, 2025 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2361	0.01
$β$	0.8819	120.65
$γ$	-0.2361	-0.01
$λ_{1}$	10.0000	0.01
$λ_{2}$	0.2337	0.02
$λ_{3}$	0.7193	0.88

Estimation Period:
Jan 3, 1996 to Jun 20, 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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