MCR 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 Thursday, June 25th, 2026
1 Day
0.00
decreased by 1,974,493.00
1 Week
1,708,146.00
decreased by 266,347.00
1 Month
1,533,738.26
decreased by 440,754.74
Analysis last updated: Thursday, June 25, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7685 | 7,684,680.00 | |
| 0.4815 | 4,815,320.00 | |
| -0.5000 | -5,000,000.00 | |
| 0.0983 | 0.00 | |
| 1.0000 | 103.60 | |
| 0.0000 | 0.01 |
Estimation Period:
Jul 30, 2007 to Jun 19, 2026
Jul 30, 2007 to Jun 19, 2026
Other MCR SA Analyses
Other ILLIQ-MFMEM Analyses on International Equities