V-Lab: Bangladesh Steel R Spline ILLIQ Liquidity Analysis

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Bangladesh Steel R Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, November 16th, 2025:47,783.86 (14,187.32)

Analysis last updated: Friday, November 14, 2025 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3404	0.08
$α$	0.9695	4.94
$β$	0.0246	1.72
$γ_{1}$	-17.3709	-0.05
$γ_{2}$	-63.2847	-0.12
$γ_{3}$	281.1665	0.17
$γ_{4}$	-279.5745	-0.14
$γ_{5}$	34.1782	0.04
$γ_{6}$	-81.3409	-0.74
$γ_{7}$	111.2909	0.33
$γ_{8}$	517.8473	1.55
$γ_{9}$	-867.2741	-7.75
$γ_{10}$	400.7706	32.58

Estimation Period:
Apr 28, 2015 to Nov 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Bangladesh Steel R Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM