V-Lab: SigmaRoc PLC ILLIQ-MFMEM Liquidity Analysis

V-Lab

SigmaRoc PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 16th, 2025:5,220.85 (1,009.73)

Analysis last updated: Sunday, June 15, 2025 at 04:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0604	1.65
$β$	0.9183	101.05
$γ$	-0.0604	-0.71
$λ_{1}$	9.9323	3.97
$λ_{2}$	0.0029	0.87
$λ_{3}$	0.9927	631.09

Estimation Period:
Jan 5, 2007 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ