MFF Capital Investments Ltd Asymmetric ILLIQ 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 27th, 2026
1 Day
9,990.00
decreased by 299.05
1 Week
9,676.70
decreased by 612.35
1 Month
8,582.27
decreased by 1,706.78
Analysis last updated: Saturday, April 25, 2026 at 06:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.39 | |
| 0.0717 | 17.11 | |
| 0.9202 | 247.37 | |
| 0.0162 | 1.82 |
Estimation Period:
Dec 19, 2006 to Apr 24, 2026
Dec 19, 2006 to Apr 24, 2026
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