V-Lab: Ex-pack Corrugated Cartons Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Ex-pack Corrugated Cartons Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:10,536.00 (-2,421.87)

Analysis last updated: Sunday, June 29, 2025 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9269	3.03
$α$	0.2813	0.37
$β$	0.7187	0.94
$γ_{1}$	12.5450	0.12
$γ_{2}$	-24.9119	-0.12
$γ_{3}$	9.0033	0.09
$γ_{4}$	17.2233	0.76
$γ_{5}$	-30.7809	-1.94
$γ_{6}$	36.7343	2.66
$γ_{7}$	-69.1689	-1.52
$γ_{8}$	118.7933	0.76

Estimation Period:
Nov 10, 2021 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Ex-pack Corrugated Cartons Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM