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

V-Lab

MFF Capital Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:5,142.48 (93.60)

Analysis last updated: Thursday, July 31, 2025 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5228	6.06
$α$	0.1311	5.34
$β$	0.8099	26.41
$γ_{1}$	-0.4019	-7.64
$γ_{2}$	0.5039	6.73
$γ_{3}$	-0.0932	-2.40
$γ_{4}$	-0.0138	-0.42
$γ_{5}$	-0.0067	-0.14

Estimation Period:
Dec 19, 2006 to Jul 25, 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