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

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MFF Capital Investments Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, November 28th, 2025:9,998.79 (3,725.60)

Analysis last updated: Saturday, November 29, 2025 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1524	0.09
$β$	0.6855	28.91
$γ$	-0.1524	-0.05
$λ_{1}$	10.0000	0.12
$λ_{2}$	0.0654	0.10
$λ_{3}$	0.9346	16.91

Estimation Period:
Dec 19, 2006 to Nov 21, 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