V-Lab: Isras Investment Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Isras Investment Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 27th, 2025:5,049.14 (-58.70)

Analysis last updated: Wednesday, August 27, 2025 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.4162	3.08
$α$	0.0986	7.77
$β$	0.8228	25.43
$γ_{1}$	1.2353	4.46
$γ_{2}$	-1.4166	-3.66
$γ_{3}$	0.0704	0.27
$γ_{4}$	-0.3334	-1.13
$γ_{5}$	1.1087	4.04
$γ_{6}$	-0.9390	-5.06
$γ_{7}$	0.4014	2.65
$γ_{8}$	-0.0448	-0.30
$γ_{9}$	-0.3090	-1.44

Estimation Period:
Jun 12, 2002 to Aug 21, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Isras Investment Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM