V-Lab: Aci Formulations Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Aci Formulations Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 29th, 2025:15,536.67 (-1,123.51)

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
$ω$	1.1683	4.52
$α$	0.3214	11.22
$β$	0.6738	23.75
$γ_{1}$	0.6140	0.60
$γ_{2}$	-1.1843	-0.90
$γ_{3}$	0.0615	0.07
$γ_{4}$	0.5523	0.91
$γ_{5}$	1.3258	2.33
$γ_{6}$	-2.3961	-3.72
$γ_{7}$	1.0475	1.25
$γ_{8}$	-1.4790	-1.07
$γ_{9}$	4.6945	1.81
$γ_{10}$	-5.2330	-1.00

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM