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 Thursday, October 23rd, 2025:9,946.50 (-826.93)

Analysis last updated: Thursday, October 23, 2025 at 08:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5318	6.25
$α$	0.1305	5.38
$β$	0.8104	26.58
$γ_{1}$	-0.3924	-7.81
$γ_{2}$	0.4953	6.90
$γ_{3}$	-0.0969	-2.62
$γ_{4}$	-0.0092	-0.30
$γ_{5}$	-0.0154	-0.35

Estimation Period:
Dec 19, 2006 to Oct 17, 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