V-Lab: NSI NV ILLIQ-MFMEM Liquidity Analysis

V-Lab

NSI NV ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:14,367.04 (3,203.72)

Analysis last updated: Sunday, May 18, 2025 at 03:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1138	0.91
$β$	0.7393	13.66
$γ$	-0.1138	-0.40
$λ_{1}$	10.0000	0.54
$λ_{2}$	0.0744	1.54
$λ_{3}$	0.9256	24.87

Estimation Period:
Apr 3, 1998 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts