V-Lab: Sadhana Nitro ILLIQ-MFMEM Liquidity Analysis

V-Lab

Sadhana Nitro ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:142432.00 (112778.61)

Analysis last updated: Friday, April 18, 2025 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.5139	1.52
$β$	0.7178	63.79
$γ$	-0.4648	-0.71
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.1490	9.34
$λ_{3}$	0.8495	11.40

Estimation Period:
Jun 30, 1997 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sadhana Nitro Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ