V-Lab: Rogers Sugar Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

Rogers Sugar Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, August 5th, 2025:5,146.06 (-344.89)

Analysis last updated: Sunday, August 3, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0678	3.97
$β$	0.9310	199.79
$γ$	-0.0678	-6.70
$λ_{1}$	1.0821	8.19
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9989	1,094.03

Estimation Period:
Oct 13, 1998 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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