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 Tuesday, April 7th, 2026
1 Day
136,426,500.00
decreased by 288,500.00
1 Week
136,702,700.00
decreased by 12,300.00
1 Month
109,460,920.56
decreased by 27,254,079.44
Analysis last updated: Friday, April 3, 2026 at 05:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0044 | 0.00 | |
| 0.9978 | 11.09 | |
| -0.0044 | 0.00 | |
| 10.0000 | 0.00 | |
| 1.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1996 to Apr 2, 2026
Jan 3, 1996 to Apr 2, 2026
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