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

V-Lab

MFF Capital Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:5,790.61 (-735.63)

Analysis last updated: Saturday, September 20, 2025 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5287	6.18
$α$	0.1300	5.33
$β$	0.8111	26.55
$γ_{1}$	-0.3955	-7.75
$γ_{2}$	0.4981	6.84
$γ_{3}$	-0.0959	-2.55
$γ_{4}$	-0.0102	-0.32
$γ_{5}$	-0.0138	-0.32

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM