V-Lab: Klepierre ILLIQ-MFMEM Liquidity Analysis

V-Lab

Klepierre ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:461.03 (41.04)

Analysis last updated: Saturday, May 17, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1347	0.61
$β$	0.6570	9.80
$γ$	-0.1347	-0.28
$λ_{1}$	0.2531	0.83
$λ_{2}$	0.0339	0.70
$λ_{3}$	0.9659	96.26

Estimation Period:
Jun 28, 1991 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts