V-Lab: Arab Sea Information System Spline ILLIQ Liquidity Analysis

V-Lab

Arab Sea Information System Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 10th, 2025:4,454.34 (357.48)

Analysis last updated: Thursday, July 10, 2025 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3296	0.01
$α$	0.2910	0.00
$β$	0.7090	0.00
$γ_{1}$	-27.8803	-0.00
$γ_{2}$	32.6512	0.00
$γ_{3}$	-8.7238	-0.00
$γ_{4}$	6.3829	0.01
$γ_{5}$	-0.6155	-0.00
$γ_{6}$	-2.2331	-0.01
$γ_{7}$	0.2835	0.00
$γ_{8}$	0.6578	0.00
$γ_{9}$	-0.8784	-0.00
$γ_{10}$	1.7393	0.00

Estimation Period:
Mar 15, 2017 to Jul 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Arab Sea Information System Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM