V-Lab: Allianz Malaysia Bhd Spline ILLIQ Liquidity Analysis

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Allianz Malaysia Bhd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:7,561.23 (1,964.09)

Analysis last updated: Sunday, December 7, 2025 at 04:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3716	3.56
$α$	0.1255	7.33
$β$	0.8723	49.97
$γ_{1}$	-0.4590	-1.26
$γ_{2}$	0.3354	0.60
$γ_{3}$	0.7999	1.51
$γ_{4}$	-1.4357	-2.62
$γ_{5}$	1.1965	3.21
$γ_{6}$	-0.6595	-2.80
$γ_{7}$	0.2301	1.12
$γ_{8}$	0.1634	0.90
$γ_{9}$	-0.5513	-2.44

Estimation Period:
Jan 1, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Allianz Malaysia Bhd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM