V-Lab: Mercialys SA ILLIQ-MFMEM Liquidity Analysis

V-Lab

Mercialys SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:5,998.72 (1,093.67)

Analysis last updated: Saturday, May 17, 2025 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0799	2.36
$β$	0.8800	82.77
$γ$	-0.0799	-0.98
$λ_{1}$	9.1302	6.63
$λ_{2}$	0.0213	3.34
$λ_{3}$	0.9756	114.19

Estimation Period:
Oct 11, 2005 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts