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

V-Lab

Malaysian Pacific Indus Bhd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:16,680.57 (-3,864.60)

Analysis last updated: Saturday, June 28, 2025 at 12:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7750	3.04
$α$	0.2362	10.77
$β$	0.7632	34.80
$γ_{1}$	-0.5827	-3.34
$γ_{2}$	0.7983	3.38
$γ_{3}$	-0.0909	-0.61
$γ_{4}$	-0.2786	-2.14
$γ_{5}$	0.1481	0.84
$γ_{6}$	0.0023	0.01
$γ_{7}$	0.0368	0.19
$γ_{8}$	0.0004	0.00
$γ_{9}$	-1.4709	-1.54
$γ_{10}$	5.2903	2.19

Estimation Period:
Jun 24, 1994 to Jun 26, 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