V-Lab: Malaysian Pacific Indus Bhd Spline ILLIQ Liquidity Analysis

V-Lab

Malaysian Pacific Indus Bhd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, June 3rd, 2025:6,788.67 (-1,311.15)

Analysis last updated: Sunday, June 1, 2025 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7186	2.97
$α$	0.2373	12.08
$β$	0.7620	38.82
$γ_{1}$	-0.5588	-3.69
$γ_{2}$	0.8618	4.06
$γ_{3}$	-0.3178	-2.19
$γ_{4}$	-0.0767	-0.61
$γ_{5}$	0.0368	0.39
$γ_{6}$	0.2076	1.69
$γ_{7}$	-0.3265	-1.28
$γ_{8}$	0.0949	0.21
$γ_{9}$	0.5335	0.76

Estimation Period:
Jun 24, 1994 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Malaysian Pacific Indus Bhd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM