V-Lab: IDI Insurance Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

IDI Insurance Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:6917.93 (-378.18)

Analysis last updated: Friday, April 18, 2025 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0814	10.66
$β$	0.8963	224.63
$γ$	0.0201	1.71
$λ_{1}$	6.8905	1.87
$λ_{2}$	0.0000	0.05
$λ_{3}$	0.9998	3,860.05

Estimation Period:
Aug 15, 2013 to Apr 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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