V-Lab: Kuwait International Bank KSCP Spline ILLIQ Liquidity Analysis

V-Lab

Kuwait International Bank KSCP Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:5,235.38 (-141.45)

Analysis last updated: Thursday, May 8, 2025 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1884	2.86
$α$	0.0597	3.42
$β$	0.9399	52.97
$γ_{1}$	0.8968	2.08
$γ_{2}$	-1.9788	-2.47
$γ_{3}$	2.5507	2.15
$γ_{4}$	-2.8541	-2.08
$γ_{5}$	3.0227	2.51
$γ_{6}$	-4.3891	-3.05
$γ_{7}$	5.5056	3.11
$γ_{8}$	-4.7894	-2.93
$γ_{9}$	3.4492	2.47

Estimation Period:
Dec 31, 2003 to May 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Kuwait International Bank KSCP Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM