V-Lab: Olgerdin Egill Skallagrimss ILLIQ-MFMEM Liquidity Analysis

V-Lab

Olgerdin Egill Skallagrimss ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:14160.02 (8894.01)

Analysis last updated: Wednesday, April 16, 2025 at 02:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.2728	1.70
$β$	0.8636	108.16
$γ$	-0.2728	-1.10
$λ_{1}$	0.0000	2.00
$λ_{2}$	0.0017	1.89
$λ_{3}$	0.8413	42.23

Estimation Period:
Jun 9, 2022 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Olgerdin Egill Skallagrimss Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ