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

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North Cairo Flour Mills Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, December 14th, 2025:5,427.31 (56.85)

Analysis last updated: Friday, December 12, 2025 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7710	3.64
$α$	0.1457	8.54
$β$	0.8145	39.07
$γ_{1}$	0.0971	1.11
$γ_{2}$	-0.3102	-2.02
$γ_{3}$	0.1969	1.25
$γ_{4}$	0.2097	1.50
$γ_{5}$	-0.3341	-3.50
$γ_{6}$	0.2648	2.79
$γ_{7}$	-0.3261	-2.92
$γ_{8}$	0.3474	2.24

Estimation Period:
Sep 30, 1996 to Dec 11, 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