V-Lab: Euro Menkul Kiymet ILLIQ-MFMEM Liquidity Analysis

V-Lab

Euro Menkul Kiymet ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 28th, 2025:4821.13 (-174.39)

Analysis last updated: Sunday, April 27, 2025 at 05:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1705	0.30
$β$	0.6612	18.60
$γ$	-0.1705	-0.15
$λ_{1}$	10.0000	0.47
$λ_{2}$	0.3199	0.43
$λ_{3}$	0.6801	2.17

Estimation Period:
Aug 27, 2013 to Apr 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Euro Menkul Kiymet Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ