Town Centre Securities PLC ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, July 1st, 2026
1 Day
153,525,500.00
decreased by 777,400.00
1 Week
155,253,240.00
increased by 950,340.00
1 Month
149,661,352.38
decreased by 4,641,547.62
Analysis last updated: Wednesday, July 1, 2026 at 08:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0121 | 0.43 | |
| 0.9939 | 462.73 | |
| -0.0121 | -0.22 | |
| 0.7261 | 0.44 | |
| 0.0000 | 0.01 | |
| 0.9972 | 561.48 |
Estimation Period:
Jul 15, 1993 to Jun 26, 2026
Jul 15, 1993 to Jun 26, 2026
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