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

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Warehouses De Pauw CVA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:1,057.48 (41.03)

Analysis last updated: Saturday, November 15, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1011	1.03
$β$	0.8138	30.35
$γ$	-0.1011	-0.47
$λ_{1}$	1.2015	2.26
$λ_{2}$	0.0241	1.19
$λ_{3}$	0.9747	158.10

Estimation Period:
Jun 25, 1999 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts