V-Lab: JTC PLC ILLIQ-MFMEM Liquidity Analysis

V-Lab

JTC PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 6th, 2025:4,395.69 (-727.40)

Analysis last updated: Saturday, June 7, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.2249	0.11
$β$	0.6244	4.37
$γ$	0.3013	0.08
$λ_{1}$	4.9402	0.00
$λ_{2}$	0.6766	0.16
$λ_{3}$	0.2936	0.21

Estimation Period:
Mar 13, 2018 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts