V-Lab: ICADE ILLIQ-MFMEM Liquidity Analysis

V-Lab

ICADE ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:4,094.73 (353.80)

Analysis last updated: Monday, August 4, 2025 at 12:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1129	0.13
$β$	0.7487	14.11
$γ$	-0.1129	-0.06
$λ_{1}$	10.0000	0.16
$λ_{2}$	0.2471	0.16
$λ_{3}$	0.7529	2.07

Estimation Period:
Jul 5, 1991 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts