V-Lab: AFFIN Bank Bhd ILLIQ-MFMEM Liquidity Analysis

V-Lab

AFFIN Bank Bhd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:5,118.47 (12.15)

Analysis last updated: Thursday, July 31, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.2800	1.16
$β$	0.7896	136.63
$γ$	-0.2800	-0.68
$λ_{1}$	10.0000	2.00
$λ_{2}$	0.0000	0.05
$λ_{3}$	0.9918	354.58

Estimation Period:
Nov 5, 1991 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other AFFIN Bank Bhd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ