V-Lab: Isras Investment Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Isras Investment Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, August 27th, 2025:5,300.75 (-76.89)

Analysis last updated: Wednesday, August 27, 2025 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0953	1.25
$β$	0.8491	131.10
$γ$	-0.0953	-0.57
$λ_{1}$	10.0000	0.30
$λ_{2}$	0.2921	1.86
$λ_{3}$	0.7079	7.80

Estimation Period:
Jun 12, 2002 to Aug 21, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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