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, June 8th, 2026
1 Day
17,434.51
increased by 13,033.27
1 Week
8,398.18
increased by 3,996.94
1 Month
7,869.83
increased by 3,468.59
Analysis last updated: Saturday, June 6, 2026 at 06:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.5102 | 0.19 | |
| 0.7398 | 32.49 | |
| -0.5000 | -0.11 | |
| 0.0000 | 0.21 | |
| 0.0001 | 0.14 | |
| 0.0918 | 0.73 |
Estimation Period:
Dec 4, 1995 to Jun 5, 2026
Dec 4, 1995 to Jun 5, 2026
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