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, May 25th, 2026
1 Day
12,628.08
increased by 1,190.59
1 Week
11,232.43
decreased by 205.06
1 Month
10,283.27
decreased by 1,154.22
Analysis last updated: Saturday, May 23, 2026 at 05:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.40 | |
| 0.0717 | 17.12 | |
| 0.9204 | 248.49 | |
| 0.0158 | 1.78 |
Estimation Period:
Dec 19, 2006 to May 22, 2026
Dec 19, 2006 to May 22, 2026
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