AFFIN Bank Bhd Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, April 9th, 2026
1 Day
5,576.43
increased by 1,906.64
1 Week
3,678.27
increased by 8.48
1 Month
2,603.11
decreased by 1,066.68
Analysis last updated: Thursday, April 9, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.33 | |
| 0.1221 | 5.06 | |
| 0.8678 | 225.53 | |
| 0.0201 | 0.59 |
Estimation Period:
Nov 5, 1991 to Apr 3, 2026
Nov 5, 1991 to Apr 3, 2026
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