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 14th, 2026
1 Day
8,723.61
increased by 735.07
1 Week
8,095.55
increased by 107.01
1 Month
7,204.34
decreased by 784.20
Analysis last updated: Tuesday, April 14, 2026 at 06:01 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 | 17.09 | |
| 0.9203 | 247.13 | |
| 0.0162 | 1.82 |
Estimation Period:
Dec 19, 2006 to Apr 10, 2026
Dec 19, 2006 to Apr 10, 2026
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