V-Lab: Murree Brewery Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Murree Brewery Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:5,227.23 (-559.35)

Analysis last updated: Sunday, May 18, 2025 at 03:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8383	0.02
$α$	0.1214	0.00
$β$	0.8786	0.01
$γ_{1}$	-0.1029	-0.00
$γ_{2}$	1.4150	0.00
$γ_{3}$	-3.5353	-0.00
$γ_{4}$	3.6217	0.03
$γ_{5}$	-2.2247	-0.01
$γ_{6}$	1.7640	0.03
$γ_{7}$	-1.7604	-0.02
$γ_{8}$	1.0503	0.01

Estimation Period:
Apr 4, 1995 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Murree Brewery Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM