V-Lab: Ezz Steel ILLIQ-MFMEM Liquidity Analysis

V-Lab

Ezz Steel ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, March 27th, 2025:1,246.50 (-3,708.59)

Analysis last updated: Friday, March 28, 2025 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.9202	0.08
$β$	0.2244	3.03
$γ$	-0.5000	-0.02
$λ_{1}$	10.0000	0.10
$λ_{2}$	0.1031	0.09
$λ_{3}$	0.8969	9.70

Estimation Period:
Oct 6, 1999 to Mar 6, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts