V-Lab: Arab Aluminum Spline ILLIQ Liquidity Analysis

V-Lab

Arab Aluminum Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, June 26th, 2025:14,999.04 (-3,306.68)

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
$ω$	2.4932	1.62
$α$	0.2457	7.29
$β$	0.7536	23.11
$γ_{1}$	-9.4163	-1.34
$γ_{2}$	19.4160	1.39
$γ_{3}$	-15.4470	-1.52
$γ_{4}$	7.2397	2.05
$γ_{5}$	-3.6857	-4.88
$γ_{6}$	3.5440	7.34
$γ_{7}$	-2.9561	-6.80
$γ_{8}$	2.3734	4.32
$γ_{9}$	-2.3692	-2.68
$γ_{10}$	3.2054	2.05

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM