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 Thursday, May 8th, 2025:19,628.18 (-4,427.51)

Analysis last updated: Friday, May 9, 2025 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3780	4.46
$α$	0.2214	5.38
$β$	0.7156	15.53
$γ_{1}$	12.3605	1.66
$γ_{2}$	-38.1357	-2.81
$γ_{3}$	44.1802	3.08
$γ_{4}$	-25.2424	-2.09
$γ_{5}$	20.0835	1.83
$γ_{6}$	-35.4434	-3.15
$γ_{7}$	51.9497	3.29
$γ_{8}$	-82.2032	-2.65
$γ_{9}$	127.9797	3.03

Estimation Period:
Nov 10, 2021 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM