V-Lab: Greencore Group PLC ILLIQ-MFMEM Liquidity Analysis

V-Lab

Greencore Group PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, August 27th, 2025:4,624.78 (94.87)

Analysis last updated: Thursday, August 28, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.1710	0.00
$β$	0.0000	0.00
$γ$	-0.1710	-0.00
$λ_{1}$	10.0000	0.00
$λ_{2}$	1.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 29, 1991 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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