Vitura SA 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 Thursday, May 14th, 2026
1 Day
100,402,300.00
decreased by 1,572,900.00
1 Week
102,783,060.00
increased by 807,860.00
1 Month
108,521,228.57
increased by 6,546,028.57
Analysis last updated: Thursday, May 14, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0312 | 0.01 | |
| 0.9735 | 30.30 | |
| -0.0093 | 0.00 | |
| 0.1941 | 0.01 | |
| 0.0000 | 0.01 | |
| 0.0000 | 0.01 |
Estimation Period:
Mar 28, 2006 to May 8, 2026
Mar 28, 2006 to May 8, 2026
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