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 Tuesday, June 16th, 2026
1 Day
7,141.94
decreased by 144.92
1 Week
7,404.50
increased by 117.64
1 Month
9,612.82
increased by 2,325.96
Analysis last updated: Tuesday, June 16, 2026 at 06:05 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 | |
| 0.0714 | 17.14 | |
| 0.9203 | 248.54 | |
| 0.0164 | 1.84 |
Estimation Period:
Dec 19, 2006 to Jun 12, 2026
Dec 19, 2006 to Jun 12, 2026
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