V-Lab: Tecom Group Pjsc Asymmetric ILLIQ Liquidity Analysis

V-Lab

Tecom Group Pjsc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 29th, 2025:5,355.56 (-250.19)

Analysis last updated: Friday, June 27, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.19
$α$	0.0627	5.83
$β$	0.9269	188.20
$γ$	0.0208	1.48

Estimation Period:
Jul 5, 2022 to Jun 26, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Tecom Group Pjsc Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM