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

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MFF Capital Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:7,064.92 (100.02)

Analysis last updated: Saturday, December 6, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5374	6.35
$α$	0.1295	5.38
$β$	0.8116	26.75
$γ_{1}$	-0.3867	-7.89
$γ_{2}$	0.4898	6.99
$γ_{3}$	-0.0981	-2.71
$γ_{4}$	-0.0088	-0.29
$γ_{5}$	-0.0133	-0.31

Estimation Period:
Dec 19, 2006 to Dec 5, 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