V-Lab: Klepierre ILLIQ-MFMEM Liquidity Analysis

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Klepierre ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:360.88 (-39.62)

Analysis last updated: Wednesday, December 10, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1327	0.61
$β$	0.6602	9.82
$γ$	-0.1327	-0.29
$λ_{1}$	0.2482	0.83
$λ_{2}$	0.0337	0.70
$λ_{3}$	0.9661	96.09

Estimation Period:
Jun 28, 1991 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts