V-Lab: Aci Formulations Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Aci Formulations Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 29th, 2025:12,248.89 (1,151.92)

Analysis last updated: Friday, June 27, 2025 at 08:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	3.47
$α$	0.1519	16.87
$β$	0.7732	132.11
$γ$	0.1497	10.12

Estimation Period:
Feb 10, 2009 to Jun 26, 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