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

V-Lab

MFF Capital Investments Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, June 18th, 2025:7,984.57 (-732.64)

Analysis last updated: Wednesday, June 18, 2025 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1527	0.09
$β$	0.6856	28.57
$γ$	-0.1527	-0.05
$λ_{1}$	10.0000	0.11
$λ_{2}$	0.0649	0.10
$λ_{3}$	0.9351	16.82

Estimation Period:
Dec 19, 2006 to Jun 13, 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