V-Lab: Net Insight AB ILLIQ-MFMEM Liquidity Analysis

V-Lab

Net Insight AB ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:5,828.98 (-666.67)

Analysis last updated: Monday, August 4, 2025 at 04:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1233	0.09
$β$	0.8802	421.55
$γ$	-0.1233	-0.05
$λ_{1}$	10.0000	0.12
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9770	11.13

Estimation Period:
Jun 7, 1999 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Net Insight AB Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ