V-Lab: North Cairo Flour Mills Spline ILLIQ Liquidity Analysis

V-Lab

North Cairo Flour Mills Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 24th, 2025:13843.62 (7749.12)

Analysis last updated: Thursday, April 24, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8427	3.97
$α$	0.1420	8.33
$β$	0.8107	35.40
$γ_{1}$	0.3113	2.47
$γ_{2}$	-0.6096	-2.87
$γ_{3}$	0.3016	1.35
$γ_{4}$	-0.1381	-0.49
$γ_{5}$	0.5642	2.03
$γ_{6}$	-0.8089	-3.57
$γ_{7}$	0.6060	3.01
$γ_{8}$	-0.2774	-1.72
$γ_{9}$	-0.1448	-0.88
$γ_{10}$	0.3732	1.29

Estimation Period:
Sep 30, 1996 to Apr 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other North Cairo Flour Mills Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM