V-Lab: Gul Ahmed Textile Mills ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Gul Ahmed Textile Mills ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:783.50 (-87.19)

Analysis last updated: Friday, May 17, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.2206	0.72
$β$	0.8308	97.99
$γ$	-0.1946	-0.37
$λ_{1}$	0.0000	1.00
$λ_{2}$	0.0062	1.09
$λ_{3}$	0.9856	288.01

Estimation Period:
Jan 21, 1997 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Gul Ahmed Textile Mills Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ