V-Lab: Uni Abex Alloy Products Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Uni Abex Alloy Products Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:4,868.20 (232.50)

Analysis last updated: Monday, August 4, 2025 at 01:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0522	2.26
$α$	0.1453	7.06
$β$	0.8433	39.27
$γ_{1}$	-0.9703	-0.52
$γ_{2}$	-0.1578	-0.05
$γ_{3}$	2.7154	1.17
$γ_{4}$	-1.9799	-1.24
$γ_{5}$	-0.1261	-0.12
$γ_{6}$	1.2969	1.30
$γ_{7}$	-5.1802	-2.65
$γ_{8}$	10.4197	3.37
$γ_{9}$	-8.7858	-3.28
$γ_{10}$	3.6958	1.67

Estimation Period:
May 4, 2011 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Uni Abex Alloy Products Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM