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 22nd, 2025:4,746.96 (-420.17)

Analysis last updated: Saturday, September 20, 2025 at 09:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.41
$α$	0.0733	17.11
$β$	0.9177	235.67
$γ$	0.0180	1.97

Estimation Period:
Dec 19, 2006 to Sep 19, 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