V-Lab: NSI NV ILLIQ-MFMEM Liquidity Analysis

V-Lab

NSI NV ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:15,261.40 (1,421.81)

Analysis last updated: Monday, August 4, 2025 at 04:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1123	0.91
$β$	0.7426	13.75
$γ$	-0.1123	-0.40
$λ_{1}$	10.0000	0.54
$λ_{2}$	0.0738	1.55
$λ_{3}$	0.9262	24.91

Estimation Period:
Apr 3, 1998 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts