V-Lab: Faisal Islamic Bank of Egypt Asymmetric ILLIQ Liquidity Analysis

V-Lab

Faisal Islamic Bank of Egypt Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:4653.15 (-44.36)

Analysis last updated: Wednesday, April 16, 2025 at 02:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.60
$α$	0.0140	6.30
$β$	0.9605	265.78
$γ$	0.0510	5.59

Estimation Period:
Jun 19, 2002 to Apr 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Faisal Islamic Bank of Egypt Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM