V-Lab: Ghitha Holding Pjsc Spline ILLIQ Liquidity Analysis

V-Lab

Ghitha Holding Pjsc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 29th, 2025:14,211.03 (5,790.35)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2321	4.07
$α$	0.4765	4.16
$β$	0.5235	4.58
$γ_{1}$	-16.1414	-2.06
$γ_{2}$	21.4996	2.05
$γ_{3}$	-6.7698	-1.58
$γ_{4}$	1.4157	0.54
$γ_{5}$	0.1958	0.06

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM