V-Lab: Warehouses De Pauw CVA ILLIQ-MFMEM Liquidity Analysis

V-Lab

Warehouses De Pauw CVA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:1,428.15 (-93.05)

Analysis last updated: Sunday, August 3, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1013	1.02
$β$	0.8126	30.03
$γ$	-0.1013	-0.47
$λ_{1}$	1.4710	1.92
$λ_{2}$	0.0241	1.18
$λ_{3}$	0.9746	156.57

Estimation Period:
Jun 25, 1999 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts