V-Lab: Prime Holdings ILLIQ-MFMEM Liquidity Analysis

V-Lab

Prime Holdings ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:5452.23 (-937.24)

Analysis last updated: Thursday, April 17, 2025 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.2613	0.71
$β$	0.6879	18.54
$γ$	-0.2613	-0.34
$λ_{1}$	10.0000	1.66
$λ_{2}$	0.0997	1.17
$λ_{3}$	0.9003	18.02

Estimation Period:
Aug 30, 2008 to Apr 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ