V-Lab: Aci Formulations Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Aci Formulations Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 22nd, 2025:4,024.42 (-1,412.96)

Analysis last updated: Friday, June 20, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1756	4.61
$α$	0.3223	11.18
$β$	0.6730	23.50
$γ_{1}$	0.6203	0.60
$γ_{2}$	-1.1963	-0.90
$γ_{3}$	0.0723	0.09
$γ_{4}$	0.5296	0.88
$γ_{5}$	1.3513	2.37
$γ_{6}$	-2.3763	-3.68
$γ_{7}$	0.9919	1.19
$γ_{8}$	-1.4463	-1.04
$γ_{9}$	4.6034	1.79
$γ_{10}$	-4.9374	-1.01

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM