Longvie Sa ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, April 20th, 2026
1 Day
3,968.65
decreased by 460.30
1 Week
5,442.13
increased by 1,013.18
1 Month
10,372.45
increased by 5,943.50
Analysis last updated: Saturday, April 18, 2026 at 05:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.5130 | 1.66 | |
| 0.7370 | 16.41 | |
| -0.5000 | -0.94 | |
| 0.0965 | 0.00 | |
| 0.0073 | 2.56 | |
| 0.9927 | 2,804.24 |
Estimation Period:
Dec 4, 1995 to Apr 17, 2026
Dec 4, 1995 to Apr 17, 2026
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