V-Lab: Qatar National Cement Co Spline ILLIQ Liquidity Analysis

V-Lab

Qatar National Cement Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 29th, 2025:9,978.23 (-2,159.29)

Analysis last updated: Saturday, June 28, 2025 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8044	1.76
$α$	0.5719	8.44
$β$	0.4165	6.79
$γ_{1}$	-0.3208	-0.21
$γ_{2}$	-0.3115	-0.16
$γ_{3}$	1.3133	2.07
$γ_{4}$	-0.7461	-1.12
$γ_{5}$	-0.4017	-0.37
$γ_{6}$	0.5755	0.50
$γ_{7}$	0.4505	0.51
$γ_{8}$	-1.5525	-2.80
$γ_{9}$	1.8742	4.41

Estimation Period:
Jan 7, 2006 to Jun 26, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Qatar National Cement Co Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM