V-Lab: Arab Aluminum ILLIQ-MFMEM Liquidity Analysis

V-Lab

Arab Aluminum ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, June 26th, 2025:10,404.25 (-2,458.24)

Analysis last updated: Thursday, June 26, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1932	0.23
$β$	0.6996	37.48
$γ$	-0.1932	-0.11
$λ_{1}$	10.0000	0.27
$λ_{2}$	0.0587	0.25
$λ_{3}$	0.9413	35.55

Estimation Period:
Jan 15, 2008 to Jun 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Arab Aluminum Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ