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, September 1st, 2025:4,422.12 (-87.80)

Analysis last updated: Sunday, August 31, 2025 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4214	4.17
$α$	0.2317	5.67
$β$	0.7229	16.69
$γ_{1}$	12.4508	1.52
$γ_{2}$	-38.9537	-2.55
$γ_{3}$	45.0747	2.85
$γ_{4}$	-25.6229	-2.01
$γ_{5}$	21.7989	1.82
$γ_{6}$	-38.9350	-2.97
$γ_{7}$	55.6797	2.75
$γ_{8}$	-81.1302	-2.41
$γ_{9}$	95.9980	2.69
$γ_{10}$	-74.5943	-2.67

Estimation Period:
Nov 10, 2021 to Aug 29, 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