V-Lab: Malayan Cement BHD Spline ILLIQ Liquidity Analysis

V-Lab

Malayan Cement BHD Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:1,635.66 (82.46)

Analysis last updated: Sunday, August 31, 2025 at 02:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3551	3.15
$α$	0.2411	15.05
$β$	0.7549	49.34
$γ_{1}$	-0.2110	-1.04
$γ_{2}$	0.5583	2.14
$γ_{3}$	-0.7135	-5.70
$γ_{4}$	0.6503	4.82
$γ_{5}$	-0.4689	-2.76
$γ_{6}$	0.3408	1.55
$γ_{7}$	-0.2107	-0.81
$γ_{8}$	0.1148	0.53
$γ_{9}$	-0.2980	-1.86
$γ_{10}$	0.3272	1.33

Estimation Period:
Jun 24, 1994 to Aug 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Malayan Cement BHD Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM