V-Lab: Ezz Steel Spline ILLIQ Liquidity Analysis

V-Lab

Ezz Steel Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, March 27th, 2025:330.14 (-1,817.47)

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
$ω$	5.2496	1.12
$α$	0.8571	4.08
$β$	0.1419	0.68
$γ_{1}$	-1.0921	-2.84
$γ_{2}$	1.1140	2.09
$γ_{3}$	0.2656	1.33
$γ_{4}$	-0.2521	-3.12
$γ_{5}$	-0.1192	-1.19
$γ_{6}$	0.1483	1.10
$γ_{7}$	-0.1501	-0.95
$γ_{8}$	0.1504	1.20
$γ_{9}$	-0.3808	-3.54

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts