V-Lab: Ghitha Holding Pjsc Asymmetric ILLIQ Liquidity Analysis

V-Lab

Ghitha Holding Pjsc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 29th, 2025:6,971.74 (1,805.70)

Analysis last updated: Friday, June 27, 2025 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.52
$α$	0.2909	2.03
$β$	0.7824	36.07
$γ$	-0.1466	-0.83

Estimation Period:
Dec 26, 2020 to Jun 26, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Ghitha Holding Pjsc Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM