V-Lab: Eurocash Sa ILLIQ-MFMEM Liquidity Analysis

V-Lab

Eurocash Sa ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:12,758.17 (-482.92)

Analysis last updated: Sunday, June 1, 2025 at 03:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.5132	0.03
$β$	0.6216	30.46
$γ$	-0.5000	-0.01
$λ_{1}$	10.0000	0.03
$λ_{2}$	0.9227	0.03
$λ_{3}$	0.0773	0.02

Estimation Period:
Feb 7, 2005 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts