V-Lab: St Galler Kantonalbank AG ILLIQ-MFMEM Liquidity Analysis

V-Lab

St Galler Kantonalbank AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, July 17th, 2025:6,220.53 (3.10)

Analysis last updated: Friday, July 18, 2025 at 04:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1029	0.19
$β$	0.7425	8.00
$γ$	-0.1029	-0.09
$λ_{1}$	10.0000	0.38
$λ_{2}$	0.1071	0.32
$λ_{3}$	0.8929	3.93

Estimation Period:
Mar 30, 2001 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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