V-Lab: Eurocash Sa ILLIQ-MFMEM Liquidity Analysis

V-Lab

Eurocash Sa ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:10,319.11 (-406.89)

Analysis last updated: Sunday, June 29, 2025 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.5123	0.03
$β$	0.6219	30.42
$γ$	-0.5000	-0.01
$λ_{1}$	10.0000	0.03
$λ_{2}$	0.9229	0.03
$λ_{3}$	0.0771	0.02

Estimation Period:
Feb 7, 2005 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts