V-Lab: Scottish American Investment Co PLC/The ILLIQ-MFMEM Liquidity Analysis

V-Lab

Scottish American Investment Co PLC/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:5,358.14 (1,758.08)

Analysis last updated: Monday, August 4, 2025 at 06:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1071	3.50
$β$	0.8758	263.10
$γ$	-0.1071	-2.93
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9991	274.26

Estimation Period:
Jan 2, 2007 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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