V-Lab: Mercialys SA ILLIQ-MFMEM Liquidity Analysis

V-Lab

Mercialys SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:4,884.15 (-9.71)

Analysis last updated: Monday, August 4, 2025 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0791	2.31
$β$	0.8803	81.40
$γ$	-0.0791	-0.96
$λ_{1}$	9.2470	6.39
$λ_{2}$	0.0216	3.29
$λ_{3}$	0.9754	111.47

Estimation Period:
Oct 11, 2005 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts