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, April 7th, 2026
1 Day
8,032.18
increased by 249.06
1 Week
7,691.62
decreased by 91.50
1 Month
6,532.73
decreased by 1,250.39
Analysis last updated: Friday, April 3, 2026 at 05:56 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 | |
| 0.0716 | 17.08 | |
| 0.9203 | 246.93 | |
| 0.0162 | 1.82 |
Estimation Period:
Dec 19, 2006 to Apr 2, 2026
Dec 19, 2006 to Apr 2, 2026
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