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

V-Lab

MFF Capital Investments Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:4,912.35 (415.09)

Analysis last updated: Tuesday, July 29, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1530	0.09
$β$	0.6836	28.43
$γ$	-0.1530	-0.04
$λ_{1}$	10.0000	0.11
$λ_{2}$	0.0666	0.10
$λ_{3}$	0.9334	16.01

Estimation Period:
Dec 19, 2006 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other MFF Capital Investments Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ