V-Lab: Klepierre ILLIQ-MFMEM Liquidity Analysis

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Klepierre ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:486.54 (83.97)

Analysis last updated: Saturday, November 15, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1328	0.61
$β$	0.6604	9.84
$γ$	-0.1328	-0.29
$λ_{1}$	0.2581	0.87
$λ_{2}$	0.0337	0.70
$λ_{3}$	0.9661	96.22

Estimation Period:
Jun 28, 1991 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts