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

V-Lab

MFF Capital Investments Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:4,947.70 (-380.02)

Analysis last updated: Saturday, August 30, 2025 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.40
$α$	0.0735	17.12
$β$	0.9175	234.95
$γ$	0.0180	1.97

Estimation Period:
Dec 19, 2006 to Aug 29, 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