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

V-Lab

MFF Capital Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, June 18th, 2025:8,531.43 (-572.08)

Analysis last updated: Wednesday, June 18, 2025 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5182	6.02
$α$	0.1319	5.30
$β$	0.8077	26.00
$γ_{1}$	-0.4055	-7.59
$γ_{2}$	0.5056	6.65
$γ_{3}$	-0.0874	-2.21
$γ_{4}$	-0.0239	-0.71
$γ_{5}$	0.0214	0.45

Estimation Period:
Dec 19, 2006 to Jun 13, 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