ECP Emerging Growth 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 Wednesday, May 20th, 2026
1 Day
5,174,343.00
increased by 305,815.00
1 Week
4,926,449.25
increased by 57,921.25
1 Month
7,153,474.45
increased by 2,284,946.45
Analysis last updated: Wednesday, May 20, 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 | |
|---|---|---|
| 121 | ||
| 0.0929 | 0.05 | |
| 0.9535 | 66.35 | |
| -0.0929 | -0.03 | |
| 0.0000 | 0.00 | |
| 0.5024 | 0.05 | |
| 0.0000 | 0.05 |
Estimation Period:
Aug 14, 2014 to May 15, 2026
Aug 14, 2014 to May 15, 2026
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