V-Lab: Future Generation Australia Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Future Generation Australia Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:28,072.78 (-547.34)

Analysis last updated: Saturday, May 31, 2025 at 08:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1310	0.15
$β$	0.8679	37.11
$γ$	-0.1310	-0.07
$λ_{1}$	10.0000	0.17
$λ_{2}$	0.0567	0.19
$λ_{3}$	0.9414	13.01

Estimation Period:
Mar 6, 1997 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Future Generation Australia Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ