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

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Ex-pack Corrugated Cartons Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 21st, 2025:2,625.48 (-730.09)

Analysis last updated: Sunday, October 19, 2025 at 09:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8274	4.16
$α$	0.2477	7.78
$β$	0.7466	24.17
$γ_{1}$	4.8590	0.27
$γ_{2}$	-11.4815	-0.46
$γ_{3}$	5.2645	0.27
$γ_{4}$	15.3672	0.87
$γ_{5}$	-32.9964	-2.04
$γ_{6}$	43.2712	1.93
$γ_{7}$	-66.0046	-1.98
$γ_{8}$	80.5669	2.36
$γ_{9}$	-59.0364	-1.99

Estimation Period:
Nov 10, 2021 to Oct 17, 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