Grimoldi SA ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, May 26th, 2026
1 Day
15,051.46
increased by 5,976.60
1 Week
9,755.79
increased by 680.93
1 Month
10,382.16
increased by 1,307.30
Analysis last updated: Saturday, May 23, 2026 at 05:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.3310 | 3.53 | |
| 0.8294 | 115.51 | |
| -0.3207 | -2.74 | |
| 0.0000 | 10.00 | |
| 0.0000 | 0.04 | |
| 0.9902 | 1,886.07 |
Estimation Period:
Dec 11, 1995 to May 22, 2026
Dec 11, 1995 to May 22, 2026
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