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, June 16th, 2026
1 Day
16,175.90
increased by 37.39
1 Week
18,917.17
increased by 2,778.66
1 Month
13,960.18
decreased by 2,178.33
Analysis last updated: Saturday, June 13, 2026 at 06:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.3332 | 3.80 | |
| 0.8241 | 112.19 | |
| -0.3147 | -1.86 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.14 | |
| 0.9998 | 1,412.21 |
Estimation Period:
Dec 11, 1995 to Jun 12, 2026
Dec 11, 1995 to Jun 12, 2026
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