V-Lab: Pharma Mar Sa ILLIQ-MFMEM Liquidity Analysis

V-Lab

Pharma Mar Sa ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, September 19th, 2025:5,153.36 (198.41)

Analysis last updated: Saturday, September 20, 2025 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.1256	17.38
$β$	0.8727	481.87
$γ$	0.0001	0.00
$λ_{1}$	4.6671	8.58
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9998	3,002.32

Estimation Period:
Mar 22, 1999 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pharma Mar Sa Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ