V-Lab: Vossloh AG ILLIQ-MFMEM Liquidity Analysis

V-Lab

Vossloh AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:6,163.47 (44.98)

Analysis last updated: Sunday, June 29, 2025 at 04:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0955	1.02
$β$	0.8180	16.97
$γ$	-0.0955	-0.42
$λ_{1}$	5.2176	2.47
$λ_{2}$	0.0564	3.09
$λ_{3}$	0.9429	24.64

Estimation Period:
Aug 18, 1997 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts