V-Lab: AFFIN Bank Bhd Spline ILLIQ Liquidity Analysis

V-Lab

AFFIN Bank Bhd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:4,359.80 (-166.97)

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
$ω$	0.5512	3.56
$α$	0.1748	3.10
$β$	0.8251	15.00
$γ_{1}$	0.3468	0.39
$γ_{2}$	-1.6579	-1.31
$γ_{3}$	3.1760	1.37
$γ_{4}$	-3.1011	-1.51
$γ_{5}$	1.8096	1.98
$γ_{6}$	-1.0092	-2.85
$γ_{7}$	1.0457	3.04
$γ_{8}$	-2.2018	-2.92
$γ_{9}$	3.8636	2.62

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM