V-Lab: Lazurde Comp For Jewelry ILLIQ-MFMEM Liquidity Analysis

V-Lab

Lazurde Comp For Jewelry ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Sunday, October 5th, 2025:2,330.67 (-363.89)

Analysis last updated: Saturday, October 4, 2025 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2016	0.17
$β$	0.6794	36.42
$γ$	-0.2016	-0.08
$λ_{1}$	10.0000	0.25
$λ_{2}$	0.6535	0.28
$λ_{3}$	0.3465	0.21

Estimation Period:
Jul 27, 2016 to Oct 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Lazurde Comp For Jewelry Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ