V-Lab: Keppel Infrastructure Trust ILLIQ-MFMEM Liquidity Analysis

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Keppel Infrastructure Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:3,509.51 (-62.09)

Analysis last updated: Sunday, November 30, 2025 at 06:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0607	0.95
$β$	0.9107	132.06
$γ$	-0.0607	-0.42
$λ_{1}$	1.6256	6.21
$λ_{2}$	0.0127	2.28
$λ_{3}$	0.9865	105.10

Estimation Period:
Feb 12, 2007 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Keppel Infrastructure Trust Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ