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

Skip to main content

V-Lab

Warehouses De Pauw CVA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:1,431.31 (-94.51)

Analysis last updated: Wednesday, December 10, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1003	1.04
$β$	0.8157	30.64
$γ$	-0.1003	-0.48
$λ_{1}$	1.2026	2.25
$λ_{2}$	0.0239	1.21
$λ_{3}$	0.9748	159.05

Estimation Period:
Jun 25, 1999 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts