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, November 17th, 2025:9,625.53 (1,706.18)

Analysis last updated: Saturday, November 15, 2025 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5353	6.30
$α$	0.1302	5.39
$β$	0.8109	26.70
$γ_{1}$	-0.3892	-7.85
$γ_{2}$	0.4922	6.94
$γ_{3}$	-0.0974	-2.66
$γ_{4}$	-0.0096	-0.32
$γ_{5}$	-0.0119	-0.28

Estimation Period:
Dec 19, 2006 to Nov 14, 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