V-Lab: Aegis Logistics Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Aegis Logistics Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 6th, 2025:40.79 (-9.32)

Analysis last updated: Saturday, October 4, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2688	0.00
$α$	0.2631	0.00
$β$	0.7369	0.00
$γ_{1}$	1.2263	0.00
$γ_{2}$	-6.5245	-0.01
$γ_{3}$	12.7503	0.00
$γ_{4}$	-11.1197	-0.00
$γ_{5}$	4.1814	0.00
$γ_{6}$	-0.9641	-0.01
$γ_{7}$	0.7602	0.01
$γ_{8}$	-0.6158	-0.00

Estimation Period:
Feb 15, 2006 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Aegis Logistics Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM