AFFIN Bank Bhd Spline 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
7,363.17
increased by 2,653.19
1 Week
4,767.81
increased by 57.83
1 Month
3,360.17
decreased by 1,349.81
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 | |
|---|---|---|
| 0.7121 | 1.59 | |
| 0.1788 | 0.33 | |
| 0.8211 | 1.52 | |
| 0.3418 | 0.06 | |
| -1.7023 | -0.62 | |
| 3.3560 | 0.37 | |
| -3.4317 | -0.38 | |
| 2.2007 | 0.44 | |
| -1.1702 | -0.56 | |
| 0.7864 | 0.93 | |
| -2.1414 | -2.31 | |
| 4.5236 | 0.81 |
Estimation Period:
Nov 5, 1991 to Apr 3, 2026
Nov 5, 1991 to Apr 3, 2026
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