V-Lab: Aci Formulations Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Aci Formulations Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 1st, 2025:17,817.15 (-7,883.34)

Analysis last updated: Friday, May 30, 2025 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1871	4.75
$α$	0.3211	11.24
$β$	0.6745	23.73
$γ_{1}$	0.6292	0.60
$γ_{2}$	-1.2160	-0.90
$γ_{3}$	0.0915	0.11
$γ_{4}$	0.5017	0.83
$γ_{5}$	1.3784	2.40
$γ_{6}$	-2.3494	-3.61
$γ_{7}$	0.9080	1.08
$γ_{8}$	-1.3587	-0.97
$γ_{9}$	4.4388	1.74
$γ_{10}$	-4.4060	-0.95

Estimation Period:
Feb 10, 2009 to May 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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