V-Lab: Sparekassen Sjaelland-Fyn AS ILLIQ-MFMEM Liquidity Analysis

V-Lab

Sparekassen Sjaelland-Fyn AS ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:4,128.81 (131.13)

Analysis last updated: Thursday, July 31, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0577	9.30
$β$	0.9401	419.12
$γ$	-0.0062	-0.58
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9995	998.49

Estimation Period:
Dec 3, 2015 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sparekassen Sjaelland-Fyn AS Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ