V-Lab: Infollion Research Services ILLIQ-MFMEM Liquidity Analysis

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Infollion Research Services ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, November 6th, 2025:12,037.37 (5,866.02)

Analysis last updated: Wednesday, November 5, 2025 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.2388	6.55
$β$	0.6207	26.82
$γ$	0.0261	0.33
$λ_{1}$	10.0000	0.31
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9999	154.59

Estimation Period:
Jun 8, 2023 to Nov 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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