V-Lab: Mother Marketing PCL ILLIQ-MFMEM Liquidity Analysis

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Mother Marketing PCL ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:26,940.39 (18,716.08)

Analysis last updated: Sunday, November 16, 2025 at 03:47 AM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.5000	12.24
$β$	0.7500	88.70
$γ$	-0.5000	-8.46
$λ_{1}$	10.0000	17.48
$λ_{2}$	1.0000	6.14
$λ_{3}$	0.0000	0.10

Estimation Period:
Feb 12, 2025 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Mother Marketing PCL Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ