V-Lab: Arabian Food Industries Co Spline ILLIQ Liquidity Analysis

V-Lab

Arabian Food Industries Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 1st, 2025:3,129.05 (-321.55)

Analysis last updated: Friday, May 30, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5411	2.94
$α$	0.1862	5.32
$β$	0.7365	15.57
$γ_{1}$	-5.0928	-3.29
$γ_{2}$	11.3584	3.94
$γ_{3}$	-9.7153	-4.18
$γ_{4}$	3.3041	1.45
$γ_{5}$	-0.8390	-0.35
$γ_{6}$	2.2768	1.13
$γ_{7}$	0.2630	0.18
$γ_{8}$	-3.8619	-2.19
$γ_{9}$	2.9192	1.30
$γ_{10}$	-0.2795	-0.10

Estimation Period:
Mar 21, 2016 to May 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Arabian Food Industries Co Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM