Immatics NV 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 19th, 2026
1 Day
5,907.82
decreased by 642.20
1 Week
5,916.90
decreased by 633.12
1 Month
5,959.92
decreased by 590.10
Analysis last updated: Monday, May 18, 2026 at 09:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1060 | 0.47 | |
| 0.6719 | 32.43 | |
| 0.4443 | 0.91 | |
| 0.0000 | 0.33 | |
| 1.0000 | 0.43 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 5, 2018 to May 15, 2026
Oct 5, 2018 to May 15, 2026
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