V-Lab: Egyptian Iron & Steel Co Spline ILLIQ Liquidity Analysis

V-Lab

Egyptian Iron & Steel Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, October 5th, 2025:18,777.07 (4,500.59)

Analysis last updated: Friday, October 3, 2025 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0145	1.68
$α$	0.3893	5.71
$β$	0.6037	9.71
$γ_{1}$	-0.0892	-2.30
$γ_{2}$	0.1169	2.28
$γ_{3}$	-0.0664	-1.63
$γ_{4}$	0.1839	1.67
$γ_{5}$	-0.3013	-1.85

Estimation Period:
Aug 27, 1996 to Oct 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Egyptian Iron & Steel Co Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM