V-Lab: Hoechst Pakistan Limited Spline ILLIQ Liquidity Analysis

V-Lab

Hoechst Pakistan Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 6th, 2025:5,610.19 (416.61)

Analysis last updated: Sunday, October 5, 2025 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3621	4.36
$α$	0.0892	7.65
$β$	0.8894	51.80
$γ_{1}$	-0.8138	-1.76
$γ_{2}$	3.0796	3.43
$γ_{3}$	-5.4005	-5.32
$γ_{4}$	5.4809	5.57
$γ_{5}$	-3.6545	-5.33
$γ_{6}$	2.2671	4.64
$γ_{7}$	-1.3156	-2.67
$γ_{8}$	0.3099	0.65
$γ_{9}$	0.3941	0.72
$γ_{10}$	-2.2708	-2.53

Estimation Period:
Apr 7, 1995 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Hoechst Pakistan Limited Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM