V-Lab: Arab Aluminum Spline ILLIQ Liquidity Analysis

V-Lab

Arab Aluminum Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 8th, 2025:5,178.61 (129.59)

Analysis last updated: Thursday, June 5, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4978	1.63
$α$	0.2453	7.33
$β$	0.7541	23.29
$γ_{1}$	-9.4454	-1.35
$γ_{2}$	19.4704	1.40
$γ_{3}$	-15.4890	-1.53
$γ_{4}$	7.2675	2.07
$γ_{5}$	-3.6936	-4.94
$γ_{6}$	3.5166	7.46
$γ_{7}$	-2.9131	-6.77
$γ_{8}$	2.3469	4.20
$γ_{9}$	-2.3122	-2.60
$γ_{10}$	2.8458	1.89

Estimation Period:
Jan 15, 2008 to Jun 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Arab Aluminum Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM