V-Lab: Vossloh AG ILLIQ-MFMEM Liquidity Analysis

V-Lab

Vossloh AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:5,716.70 (-139.55)

Analysis last updated: Thursday, July 31, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0952	1.01
$β$	0.8175	16.79
$γ$	-0.0952	-0.42
$λ_{1}$	5.2466	2.44
$λ_{2}$	0.0571	3.04
$λ_{3}$	0.9422	24.18

Estimation Period:
Aug 18, 1997 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts