V-Lab: Stadler Rail Ag ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Stadler Rail Ag ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, December 18th, 2025:4,576.49 (166.85)

Analysis last updated: Friday, December 19, 2025 at 12:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0617	0.16
$β$	0.8670	41.12
$γ$	-0.0617	-0.08
$λ_{1}$	10.0000	0.30
$λ_{2}$	0.2874	0.51
$λ_{3}$	0.7126	0.57

Estimation Period:
Apr 11, 2019 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Stadler Rail Ag Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ