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

V-Lab

Malaysian Pacific Indus Bhd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:8,136.95 (-1,452.86)

Analysis last updated: Saturday, June 21, 2025 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7799	3.05
$α$	0.2358	10.72
$β$	0.7636	34.73
$γ_{1}$	-0.5823	-3.32
$γ_{2}$	0.7958	3.36
$γ_{3}$	-0.0855	-0.58
$γ_{4}$	-0.2845	-2.18
$γ_{5}$	0.1543	0.87
$γ_{6}$	-0.0071	-0.03
$γ_{7}$	0.0474	0.25
$γ_{8}$	-0.0054	-0.03
$γ_{9}$	-1.4198	-1.51
$γ_{10}$	5.0273	2.18

Estimation Period:
Jun 24, 1994 to Jun 13, 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