V-Lab: Oriental Rail Infrastructure ILLIQ-MFMEM Liquidity Analysis

V-Lab

Oriental Rail Infrastructure ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:12,584.31 (1,099.81)

Analysis last updated: Sunday, June 29, 2025 at 05:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.2955	1.27
$β$	0.7989	101.24
$γ$	-0.1889	-0.29
$λ_{1}$	0.0000	1.00
$λ_{2}$	0.0000	0.87
$λ_{3}$	0.0000	1.25

Estimation Period:
May 13, 2005 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ