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

V-Lab

MFF Capital Investments Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:3,899.58 (54.23)

Analysis last updated: Tuesday, July 29, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.39
$α$	0.0738	17.08
$β$	0.9172	233.31
$γ$	0.0181	1.97

Estimation Period:
Dec 19, 2006 to Jul 25, 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