V-Lab: MFF Capital Investments Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

MFF Capital Investments Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:5,587.80 (-218.64)

Analysis last updated: Sunday, June 29, 2025 at 02:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.37
$α$	0.0745	17.05
$β$	0.9169	232.55
$γ$	0.0171	1.86

Estimation Period:
Dec 19, 2006 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other MFF Capital Investments Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM