V-Lab: ICADE ILLIQ-MFMEM Liquidity Analysis

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ICADE ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:5,198.25 (825.50)

Analysis last updated: Saturday, November 15, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1135	0.13
$β$	0.7461	13.52
$γ$	-0.1135	-0.06
$λ_{1}$	10.0000	0.16
$λ_{2}$	0.2442	0.16
$λ_{3}$	0.7558	2.08

Estimation Period:
Jul 5, 1991 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts