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

V-Lab

MFF Capital Investments Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:6,558.63 (-254.21)

Analysis last updated: Sunday, June 29, 2025 at 02:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1527	0.09
$β$	0.6852	28.53
$γ$	-0.1527	-0.05
$λ_{1}$	10.0000	0.11
$λ_{2}$	0.0655	0.10
$λ_{3}$	0.9345	16.56

Estimation Period:
Dec 19, 2006 to Jun 27, 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