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

V-Lab

Keppel Infrastructure Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:3,023.82 (-72.35)

Analysis last updated: Monday, August 4, 2025 at 04:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0618	0.95
$β$	0.9094	130.12
$γ$	-0.0618	-0.42
$λ_{1}$	1.5867	6.61
$λ_{2}$	0.0127	2.30
$λ_{3}$	0.9866	104.82

Estimation Period:
Feb 12, 2007 to Aug 1, 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