V-Lab: Ajman Bank PJSC Spline ILLIQ Liquidity Analysis

V-Lab

Ajman Bank PJSC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, October 5th, 2025:12,339.15 (5,411.45)

Analysis last updated: Saturday, October 4, 2025 at 08:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0242	5.86
$α$	0.1540	1.50
$β$	0.8459	8.25
$γ_{1}$	0.8837	0.96
$γ_{2}$	-1.9275	-1.53
$γ_{3}$	0.5659	0.60
$γ_{4}$	2.2008	1.65
$γ_{5}$	-5.2653	-3.14
$γ_{6}$	8.4623	4.14
$γ_{7}$	-8.4591	-4.91
$γ_{8}$	3.7433	3.76
$γ_{9}$	1.0345	1.23
$γ_{10}$	-1.6305	-1.31

Estimation Period:
Jun 20, 2008 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Ajman Bank PJSC Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM