V-Lab: Aci Formulations Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Aci Formulations Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 22nd, 2025:4,612.65 (-1,356.92)

Analysis last updated: Friday, June 20, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	3.45
$α$	0.1530	16.86
$β$	0.7719	130.73
$γ$	0.1502	10.09

Estimation Period:
Feb 10, 2009 to Jun 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Aci Formulations Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM